+4,549.4%
RCL vs WST
+9,453.4%
-4,904.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -5.1% | +0.7% | -5.8% | -5.4% |
| 30D | -19.0% | -3.1% | -15.9% | -18.1% |
| 3M | -9.6% | +7.2% | -16.8% | -12.2% |
| 6M | -6.7% | +36.8% | -43.5% | -18.0% |
| YTD | -3.9% | +23.8% | -27.8% | -12.6% |
| 1Y | -25.1% | +37.8% | -62.9% | -35.1% |
| 3Y | +179.1% | -15.9% | +195.0% | +164.5% |
| 5Y | +243.3% | -25.8% | +269.1% | +228.8% |
| 10Y | +325.8% | +319.6% | +6.2% | +63.5% |
| All | +4,549.4% | +9,453.4% | -4,904.1% | +434.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling