-99.8%
RCAT vs NWSA
+148.1%
-248.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -4.1% |
| 7D | -5.9% | +2.2% | -8.1% | -6.4% |
| 30D | -19.7% | -8.8% | -10.9% | -17.7% |
| 3M | -62.9% | -6.5% | -56.4% | -62.2% |
| 6M | -59.6% | +1.5% | -61.1% | -60.0% |
| YTD | -52.1% | +4.0% | -56.1% | -53.1% |
| 1Y | -50.9% | +3.4% | -54.3% | -51.8% |
| 3Y | +333.8% | +34.8% | +298.9% | +316.2% |
| 5Y | +40.7% | +18.4% | +22.4% | +34.0% |
| All | -99.8% | +148.1% | -248.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling