+432.1%
BBWI vs RCAT
-100.0%
+532.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.4% | -9.5% | +1.9% |
| 7D | -6.2% | +1.1% | -7.3% | -6.2% |
| 30D | +25.5% | -22.0% | +47.5% | +25.5% |
| 3M | +8.0% | -51.1% | +59.1% | +7.9% |
| 6M | +12.7% | -56.6% | +69.3% | +12.7% |
| YTD | +11.6% | -43.3% | +54.9% | +11.6% |
| 1Y | -0.9% | -51.5% | +50.6% | -0.9% |
| 3Y | -22.7% | +411.4% | -434.1% | -22.4% |
| 5Y | -67.2% | +74.4% | -141.6% | -67.1% |
| 10Y | -43.7% | -99.6% | +55.9% | -42.2% |
| All | +432.1% | -100.0% | +532.1% | +466.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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