+22.8%
WBD vs RCL
+0.6%
+22.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.7% |
| 7D | +1.0% | +1.5% | -0.5% | +0.9% |
| 30D | -0.7% | -4.9% | +4.1% | -0.5% |
| 3M | -2.7% | -20.6% | +18.0% | -2.0% |
| YTD | -5.5% | -5.0% | -0.4% | -4.7% |
| All | +22.8% | +0.6% | +22.1% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling