+544.2%
WMT vs RCL
+340.1%
+204.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +2.0% | -1.2% | +3.2% | +2.1% |
| 30D | +10.3% | +17.8% | -7.6% | +9.4% |
| 3M | +11.0% | +4.9% | +6.0% | +10.6% |
| 6M | -2.3% | +23.7% | -26.1% | -3.5% |
| YTD | +15.7% | +17.8% | -2.1% | +14.3% |
| 1Y | +26.0% | +28.9% | -3.0% | +23.8% |
| 3Y | +136.5% | +241.9% | -105.4% | +122.9% |
| 5Y | +176.8% | +295.4% | -118.6% | +156.1% |
| All | +544.2% | +340.1% | +204.1% | +528.4% |
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