+1,463.3%
ITW vs RCAT
-100.0%
+1,563.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.3% |
| 7D | +2.3% | -5.9% | +8.3% | +2.3% |
| 30D | +6.7% | -19.7% | +26.4% | +6.7% |
| 3M | -0.5% | -62.9% | +62.3% | -0.5% |
| 6M | +16.4% | -59.6% | +76.0% | +16.4% |
| YTD | +19.0% | -52.1% | +71.0% | +19.0% |
| 1Y | +20.2% | -50.9% | +71.1% | +20.2% |
| 3Y | +33.1% | +333.8% | -300.7% | +33.0% |
| 5Y | +35.7% | +40.7% | -5.0% | +35.6% |
| 10Y | +194.0% | -99.8% | +293.8% | +196.4% |
| All | +1,463.3% | -100.0% | +1,563.3% | +1,603.2% |
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 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