+360.5%
RCL vs WST
+452.9%
-92.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | +19.4% | +12.4% | +7.0% | +16.4% |
| 3M | +9.8% | +17.6% | -7.8% | +5.8% |
| 6M | +28.6% | +28.3% | +0.4% | +21.4% |
| YTD | +22.2% | +50.5% | -28.3% | +10.6% |
| 1Y | +29.7% | +49.4% | -19.7% | +17.7% |
| 3Y | +265.3% | +21.9% | +243.4% | +225.6% |
| 5Y | +301.8% | +0.4% | +301.4% | +262.9% |
| 10Y | +360.5% | +451.5% | -91.0% | +129.7% |
| All | +360.5% | +452.9% | -92.4% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling