+170.0%
WMT vs RCL
+295.0%
-125.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +0.6% | +8.5% | -8.0% | -0.2% |
| 30D | +12.8% | +20.4% | -7.7% | +10.9% |
| 3M | +11.7% | +11.0% | +0.7% | +10.7% |
| 6M | -3.5% | +24.9% | -28.4% | -5.6% |
| YTD | +13.4% | +23.9% | -10.5% | +10.3% |
| 1Y | +23.6% | +30.8% | -7.2% | +19.5% |
| 3Y | +133.9% | +270.4% | -136.5% | +107.0% |
| All | +170.0% | +295.0% | -125.0% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling