-100.0%
RCAT vs BWA
+1,034.7%
-1,134.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +2.7% | +16.0% | +18.0% |
| 7D | -12.7% | -5.5% | -7.3% | -11.3% |
| 30D | -34.3% | -21.7% | -12.6% | -30.3% |
| 3M | -53.4% | -25.6% | -27.8% | -50.0% |
| 6M | -62.0% | -17.4% | -44.5% | -60.0% |
| YTD | -49.1% | +9.2% | -58.2% | -50.1% |
| 1Y | -53.1% | +9.7% | -62.9% | -54.1% |
| 3Y | +318.7% | +54.6% | +264.0% | +275.3% |
| 5Y | +48.5% | +26.8% | +21.8% | +36.6% |
| 10Y | -99.6% | +89.0% | -188.6% | -99.7% |
| All | -100.0% | +1,034.7% | -1,134.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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