+221.2%
GWW vs RCAT
+63.2%
+158.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.2% | +1.9% |
| 7D | +5.5% | -5.6% | +11.1% | +5.6% |
| 30D | +14.4% | -27.0% | +41.4% | +15.0% |
| 3M | +13.7% | -57.9% | +71.6% | +15.7% |
| 6M | +20.1% | -59.4% | +79.5% | +21.7% |
| YTD | +47.1% | -46.9% | +94.0% | +47.3% |
| 1Y | +56.2% | -54.0% | +110.3% | +56.8% |
| 3Y | +90.5% | +378.4% | -287.9% | +77.3% |
| 5Y | +221.2% | +61.9% | +159.3% | +213.2% |
| All | +221.2% | +63.2% | +158.1% | +213.2% |
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 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