+173.5%
RCL vs WTW
+60.9%
+112.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.2% |
| 7D | -2.2% | -7.1% | +4.9% | -1.0% |
| 30D | -15.7% | -8.5% | -7.1% | -14.4% |
| 3M | -8.0% | +20.6% | -28.5% | -10.8% |
| 6M | -10.1% | +7.2% | -17.3% | -10.8% |
| YTD | -5.9% | -3.9% | -2.0% | -4.2% |
| 1Y | -23.5% | -3.6% | -19.9% | -22.1% |
| All | +173.5% | +60.9% | +112.6% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling