+3,993.9%
GWW vs RCAT
-100.0%
+4,093.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | +1.4% | -1.4% | +2.8% | +1.4% |
| 30D | +3.3% | -3.3% | +6.6% | +3.3% |
| 3M | +2.9% | -43.2% | +46.1% | +2.9% |
| 6M | +15.8% | -43.2% | +59.0% | +15.8% |
| YTD | +32.0% | +5.5% | +26.5% | +32.0% |
| 1Y | +29.9% | -1.6% | +31.5% | +29.9% |
| 3Y | +91.1% | +773.7% | -682.6% | +91.1% |
| 5Y | +223.9% | +187.6% | +36.3% | +224.0% |
| 10Y | +567.0% | -98.5% | +665.5% | +577.2% |
| All | +3,993.9% | -100.0% | +4,093.9% | +4,386.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling