-100.0%
RCAT vs NWSA
+99.5%
-199.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.7% | +10.7% | +11.2% |
| 7D | +1.1% | -10.5% | +11.6% | +4.8% |
| 30D | -22.0% | -8.8% | -13.3% | -19.8% |
| 3M | -51.1% | -6.5% | -44.6% | -50.1% |
| 6M | -56.6% | -1.3% | -55.3% | -56.8% |
| YTD | -43.3% | +2.5% | -45.7% | -44.5% |
| 1Y | -51.5% | +0.2% | -51.7% | -52.2% |
| 3Y | +411.4% | +27.6% | +383.8% | +384.1% |
| 5Y | +74.4% | +17.0% | +57.4% | +65.3% |
| 10Y | -99.6% | +148.3% | -247.9% | -99.7% |
| All | -100.0% | +99.5% | -199.5% | -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