+58.4%
GWW vs RCAT
-51.9%
+110.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | 0.0% | +7.2% | -7.3% | -0.1% |
| 30D | +14.0% | -20.4% | +34.4% | +14.2% |
| 3M | +14.4% | -59.8% | +74.1% | +15.7% |
| 6M | +21.7% | -61.9% | +83.6% | +22.9% |
| YTD | +48.4% | -45.9% | +94.3% | +47.6% |
| 1Y | +58.4% | -50.5% | +108.9% | +57.7% |
| All | +58.4% | -51.9% | +110.3% | +57.7% |
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