-100.0%
RCAT vs BWA
+1,470.2%
-1,570.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.7% | -2.6% |
| 7D | -1.4% | +5.7% | -7.1% | -2.6% |
| 30D | -3.3% | +1.4% | -4.8% | -3.5% |
| 3M | -43.2% | -12.1% | -31.1% | -41.4% |
| 6M | -43.2% | +28.6% | -71.7% | -46.0% |
| YTD | +5.5% | +51.1% | -45.5% | -4.1% |
| 1Y | -1.6% | +55.9% | -57.5% | -11.3% |
| 3Y | +773.7% | +70.1% | +703.6% | +659.3% |
| 5Y | +187.6% | +90.7% | +96.9% | +140.8% |
| 10Y | -98.5% | +154.0% | -252.4% | -98.8% |
| All | -100.0% | +1,470.2% | -1,570.2% | -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