+199.8%
RCAT vs NWSA
+40.6%
+159.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.8% |
| 7D | +5.4% | -2.6% | +8.0% | +6.8% |
| 30D | -5.6% | +4.6% | -10.1% | -7.7% |
| 3M | -30.2% | +10.2% | -40.4% | -34.6% |
| 6M | -43.4% | +21.6% | -65.0% | -49.9% |
| YTD | +9.6% | +14.6% | -5.0% | -0.6% |
| 1Y | -2.0% | +0.4% | -2.3% | -3.6% |
| 3Y | +825.0% | +45.0% | +780.0% | +691.6% |
| 5Y | +199.8% | +41.3% | +158.5% | +161.4% |
| All | +199.8% | +40.6% | +159.2% | +161.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling