+342.5%
RCL vs WWD
+479.8%
-137.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -2.2% | +0.6% | -2.8% | -2.8% |
| 30D | -15.7% | -5.1% | -10.6% | -12.4% |
| 3M | -8.0% | -11.2% | +3.3% | -0.5% |
| 6M | -10.1% | -12.0% | +1.9% | -2.4% |
| YTD | -5.9% | +12.0% | -17.9% | -18.1% |
| 1Y | -23.5% | +42.8% | -66.3% | -46.5% |
| 3Y | +174.4% | +168.9% | +5.4% | +4.5% |
| 5Y | +227.1% | +192.2% | +34.9% | +13.3% |
| 10Y | +342.5% | +495.3% | -152.7% | +6.2% |
| All | +342.5% | +479.8% | -137.3% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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