+3,385.0%
RCL vs WWD
+15,408.5%
-12,023.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | -5.1% | +1.3% | -6.4% | -5.7% |
| 30D | -19.0% | -7.2% | -11.8% | -15.9% |
| 3M | -9.6% | -3.8% | -5.7% | -8.5% |
| 6M | -6.7% | -9.9% | +3.2% | -2.1% |
| YTD | -3.9% | +14.8% | -18.7% | -12.5% |
| 1Y | -25.1% | +42.1% | -67.2% | -39.5% |
| 3Y | +179.1% | +170.8% | +8.3% | +56.6% |
| 5Y | +243.3% | +197.5% | +45.8% | +84.5% |
| 10Y | +325.8% | +477.8% | -152.0% | +76.9% |
| All | +3,385.0% | +15,408.5% | -12,023.6% | +568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling