-100.0%
RCAT vs NWSA
+99.8%
-199.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -5.6% | -9.7% | +4.1% | -2.5% |
| 30D | -27.0% | -8.6% | -18.4% | -25.0% |
| 3M | -57.9% | -6.3% | -51.6% | -57.1% |
| 6M | -59.4% | -1.2% | -58.2% | -59.6% |
| YTD | -46.9% | +2.6% | -49.6% | -48.1% |
| 1Y | -54.0% | 0.0% | -54.1% | -54.7% |
| 3Y | +378.4% | +30.1% | +348.4% | +350.8% |
| 5Y | +61.9% | +18.3% | +43.6% | +53.1% |
| 10Y | -99.6% | +149.3% | -248.9% | -99.8% |
| All | -100.0% | +99.8% | -199.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling