+331.9%
RCL vs WU
-38.9%
+370.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.4% |
| 7D | -1.2% | -2.0% | +0.8% | 0.0% |
| 30D | +17.8% | +11.4% | +6.4% | +10.2% |
| 3M | +4.9% | -6.8% | +11.8% | +8.4% |
| 6M | +23.7% | -14.6% | +38.3% | +30.9% |
| YTD | +17.8% | -20.6% | +38.5% | +29.1% |
| 1Y | +28.9% | -15.4% | +44.3% | +35.1% |
| 3Y | +241.9% | -23.6% | +265.5% | +260.8% |
| 5Y | +295.4% | -43.4% | +338.8% | +407.9% |
| All | +331.9% | -38.9% | +370.8% | +467.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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