+669.9%
GWW vs RCAT
-99.8%
+769.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.9% |
| 7D | +3.6% | -5.9% | +9.5% | +3.6% |
| 30D | +12.1% | -19.7% | +31.8% | +12.2% |
| 3M | +12.9% | -62.9% | +75.8% | +13.4% |
| 6M | +19.3% | -59.6% | +78.9% | +19.7% |
| YTD | +48.7% | -52.1% | +100.8% | +48.9% |
| 1Y | +60.5% | -50.9% | +111.4% | +60.6% |
| 3Y | +93.3% | +333.8% | -240.5% | +90.9% |
| 5Y | +219.0% | +40.7% | +178.2% | +215.6% |
| All | +669.9% | -99.8% | +769.7% | +634.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling