+222.6%
GWW vs RCAT
+184.3%
+38.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.7% |
| 7D | -0.5% | -2.3% | +1.8% | -0.4% |
| 30D | -1.4% | -18.7% | +17.3% | -1.0% |
| 3M | -3.6% | -29.3% | +25.6% | -3.1% |
| 6M | +15.1% | -42.3% | +57.4% | +15.8% |
| YTD | +27.5% | +2.5% | +25.0% | +26.0% |
| 1Y | +29.6% | -5.7% | +35.3% | +27.8% |
| 3Y | +90.1% | +764.9% | -674.8% | +74.8% |
| 5Y | +222.6% | +182.3% | +40.3% | +201.1% |
| All | +222.6% | +184.3% | +38.3% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling