+29.0%
GWW vs RCAT
-7.4%
+36.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -3.1% | -5.4% | +2.2% | -3.0% |
| 30D | -2.3% | -24.2% | +21.9% | -1.8% |
| 3M | -3.3% | -25.8% | +22.5% | -2.8% |
| 6M | +15.4% | -44.9% | +60.3% | +16.4% |
| YTD | +26.7% | +1.9% | +24.9% | +24.1% |
| 1Y | +29.0% | -5.2% | +34.1% | +25.1% |
| All | +29.0% | -7.4% | +36.4% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling