+345.6%
RCL vs WST
+322.7%
+22.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | -19.0% | -3.1% | -15.9% | -18.4% |
| 3M | -9.6% | +7.2% | -16.8% | -11.1% |
| 6M | -6.7% | +36.8% | -43.5% | -13.4% |
| YTD | -3.9% | +23.8% | -27.8% | -9.1% |
| 1Y | -25.1% | +37.8% | -62.9% | -31.0% |
| 3Y | +179.1% | -15.9% | +195.0% | +173.6% |
| 5Y | +243.3% | -25.8% | +269.1% | +231.9% |
| All | +345.6% | +322.7% | +22.9% | +136.4% |
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