-57.8%
RCAT vs NWSA
+18.2%
-76.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.7% | -14.0% | -9.8% |
| 7D | -18.5% | +4.3% | -22.8% | -18.0% |
| 30D | -37.0% | +5.6% | -42.5% | -36.6% |
| 3M | -54.9% | +7.3% | -62.1% | -54.5% |
| 6M | -63.6% | +18.8% | -82.5% | -64.1% |
| YTD | -49.6% | +17.9% | -67.4% | -49.1% |
| 1Y | -57.8% | +19.3% | -77.2% | -58.0% |
| All | -57.8% | +18.2% | -76.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling