+377.1%
BBWI vs RCAT
-100.0%
+477.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +2.8% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | -5.2% | -3.3% | -1.8% | -5.2% |
| 3M | +11.1% | -43.2% | +54.3% | +11.1% |
| 6M | -13.4% | -43.2% | +29.8% | -13.4% |
| YTD | +0.1% | +5.5% | -5.5% | +0.1% |
| 1Y | -36.1% | -1.6% | -34.5% | -36.1% |
| 3Y | -44.1% | +773.7% | -817.8% | -43.9% |
| 5Y | -66.2% | +187.6% | -253.9% | -66.1% |
| 10Y | -54.8% | -98.5% | +43.7% | -53.5% |
| All | +377.1% | -100.0% | +477.1% | +408.0% |
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