+965.6%
EWT vs RCAT
-100.0%
+1,065.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.3% | +5.3% | -2.9% |
| 7D | +13.2% | +15.6% | -2.3% | +13.2% |
| 30D | -14.3% | -24.1% | +9.8% | -14.2% |
| 3M | -8.4% | -61.9% | +53.5% | -8.3% |
| 6M | +3.7% | -64.3% | +68.0% | +3.9% |
| YTD | +53.1% | -50.4% | +103.5% | +53.2% |
| 1Y | +55.5% | -54.0% | +109.5% | +55.6% |
| 3Y | +155.6% | +347.2% | -191.5% | +154.9% |
| 5Y | +119.3% | +45.7% | +73.6% | +118.8% |
| 10Y | +446.2% | -99.7% | +545.9% | +442.3% |
| All | +965.6% | -100.0% | +1,065.6% | +932.3% |
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