+298.2%
WBD vs RCL
+613.3%
-315.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.8% | -5.1% | +3.3% | -0.3% |
| 30D | +8.8% | -19.0% | +27.8% | +15.7% |
| 3M | +4.6% | -9.6% | +14.2% | +7.1% |
| 6M | +1.1% | -6.7% | +7.8% | +1.5% |
| YTD | -2.0% | -3.9% | +1.9% | -3.7% |
| 1Y | +140.0% | -25.1% | +165.1% | +152.7% |
| 3Y | +144.4% | +179.1% | -34.7% | +70.0% |
| 5Y | -0.2% | +243.3% | -243.5% | -37.9% |
| 10Y | +9.1% | +325.8% | -316.7% | -46.1% |
| All | +298.2% | +613.3% | -315.1% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling