-5.7%
RCAT vs NWSA
+2.0%
-7.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.5% |
| 7D | -2.3% | -3.1% | +0.8% | -1.9% |
| 30D | -18.7% | +4.3% | -23.0% | -19.0% |
| 3M | -29.3% | +9.2% | -38.5% | -30.6% |
| 6M | -42.3% | +21.6% | -63.9% | -46.3% |
| YTD | +2.5% | +14.2% | -11.7% | -0.2% |
| 1Y | -5.7% | +1.8% | -7.4% | +3.1% |
| All | -5.7% | +2.0% | -7.7% | +3.1% |
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