+421.1%
WMT vs RCL
+344.1%
+77.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -2.5% | -2.5% | 0.0% | -2.4% |
| 30D | -6.4% | -15.7% | +9.2% | -5.6% |
| 3M | -12.1% | -3.6% | -8.5% | -12.0% |
| 6M | -15.0% | -8.7% | -6.3% | -14.7% |
| YTD | -4.5% | -6.2% | +1.7% | -4.6% |
| 1Y | +6.2% | -22.9% | +29.0% | +7.1% |
| 3Y | +99.9% | +173.6% | -73.7% | +90.4% |
| 5Y | +131.4% | +226.6% | -95.1% | +116.3% |
| All | +421.1% | +344.1% | +77.0% | +390.9% |
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