+12.0%
WBD vs RCL
+344.1%
-332.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -0.6% | -2.5% | +1.9% | +0.2% |
| 30D | +4.2% | -15.7% | +19.8% | +9.7% |
| 3M | +7.5% | -3.6% | +11.1% | +8.1% |
| 6M | +1.6% | -8.7% | +10.2% | +2.7% |
| YTD | -2.2% | -6.2% | +4.0% | -3.3% |
| 1Y | +124.9% | -22.9% | +147.7% | +135.1% |
| 3Y | +149.1% | +173.6% | -24.5% | +71.5% |
| 5Y | +7.8% | +226.6% | -218.7% | -33.5% |
| All | +12.0% | +344.1% | -332.1% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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