+3,840.7%
WMT vs RCL
+4,549.4%
-708.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | +3.9% | -5.1% | +9.0% | +4.5% |
| 30D | -4.4% | -19.0% | +14.6% | -2.1% |
| 3M | -8.8% | -9.6% | +0.8% | -7.9% |
| 6M | -15.6% | -6.7% | -8.9% | -15.4% |
| YTD | -3.2% | -3.9% | +0.7% | -3.7% |
| 1Y | +7.0% | -25.1% | +32.1% | +9.3% |
| 3Y | +105.3% | +179.1% | -73.8% | +78.4% |
| 5Y | +129.3% | +243.3% | -114.1% | +88.2% |
| 10Y | +423.9% | +325.8% | +98.2% | +275.1% |
| All | +3,840.7% | +4,549.4% | -708.7% | +1,525.0% |
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