+333.1%
RCL vs WTW
+198.0%
+135.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.9% | -5.7% | +3.8% | +1.6% |
| 30D | -15.5% | -7.3% | -8.3% | -11.8% |
| 3M | -9.7% | +21.5% | -31.1% | -20.7% |
| 6M | -8.7% | +9.6% | -18.4% | -15.9% |
| YTD | -5.8% | -3.3% | -2.5% | -7.0% |
| 1Y | -24.5% | -6.1% | -18.3% | -24.0% |
| 3Y | +173.9% | +61.8% | +112.1% | +79.1% |
| 5Y | +228.0% | +42.7% | +185.3% | +132.6% |
| All | +333.1% | +198.0% | +135.0% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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