+5,669.9%
RCL vs WST
+11,135.0%
-5,465.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.7% |
| 7D | +6.5% | -3.1% | +9.6% | +7.8% |
| 30D | +15.9% | +9.1% | +6.8% | +12.2% |
| 3M | +2.7% | +14.7% | -12.0% | -2.9% |
| 6M | +15.2% | +28.0% | -12.8% | +4.2% |
| YTD | +19.2% | +45.6% | -26.4% | +1.6% |
| 1Y | +31.6% | +45.7% | -14.1% | +12.2% |
| 3Y | +274.2% | +21.1% | +253.1% | +204.7% |
| 5Y | +250.1% | +0.3% | +249.7% | +197.5% |
| 10Y | +388.4% | +449.0% | -60.6% | +67.3% |
| All | +5,669.9% | +11,135.0% | -5,465.0% | +522.1% |
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