-99.9%
RCAT vs NWSA
+127.4%
-227.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -1.4% | -1.9% | +0.5% | -0.9% |
| 30D | -3.3% | +4.6% | -7.9% | -4.7% |
| 3M | -43.2% | +13.2% | -56.4% | -45.8% |
| 6M | -43.2% | +27.0% | -70.2% | -47.7% |
| YTD | +5.5% | +16.8% | -11.3% | -0.7% |
| 1Y | -1.6% | +4.5% | -6.2% | -3.9% |
| 3Y | +773.7% | +46.2% | +727.5% | +693.1% |
| 5Y | +187.6% | +40.9% | +146.7% | +158.9% |
| 10Y | -98.5% | +145.1% | -243.6% | -99.0% |
| All | -99.9% | +127.4% | -227.3% | -99.9% |
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