+219.1%
RCL vs WTW
+42.0%
+177.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.9% | -5.7% | +3.8% | +0.6% |
| 30D | -15.5% | -7.3% | -8.3% | -12.9% |
| 3M | -9.7% | +21.5% | -31.1% | -17.8% |
| 6M | -8.7% | +9.6% | -18.4% | -13.6% |
| YTD | -5.8% | -3.3% | -2.5% | -5.4% |
| 1Y | -24.5% | -6.1% | -18.3% | -22.8% |
| 3Y | +173.9% | +61.8% | +112.1% | +85.0% |
| All | +219.1% | +42.0% | +177.1% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling