+5.3%
WMT vs RCL
-23.0%
+28.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | 0.0% | -1.9% | +1.9% | +0.1% |
| 30D | -7.4% | -15.5% | +8.1% | -6.7% |
| 3M | -10.9% | -9.7% | -1.2% | -10.3% |
| 6M | -12.7% | -8.7% | -3.9% | -12.2% |
| YTD | -3.2% | -5.8% | +2.5% | -3.4% |
| 1Y | +5.3% | -24.5% | +29.7% | +6.4% |
| All | +5.3% | -23.0% | +28.2% | +6.4% |
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 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 · 6 months rolling