+74.4%
RCAT vs NWSA
+15.5%
+58.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.7% | +10.7% | +11.0% |
| 7D | +1.1% | -10.5% | +11.6% | +7.3% |
| 30D | -22.0% | -8.8% | -13.3% | -18.3% |
| 3M | -51.1% | -6.5% | -44.6% | -49.5% |
| 6M | -56.6% | -1.3% | -55.3% | -57.2% |
| YTD | -43.3% | +2.5% | -45.7% | -45.8% |
| 1Y | -51.5% | +0.2% | -51.7% | -53.0% |
| 3Y | +411.4% | +27.6% | +383.8% | +362.3% |
| 5Y | +74.4% | +17.0% | +57.4% | +71.6% |
| All | +74.4% | +15.5% | +58.9% | +71.6% |
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