+182.3%
RCAT vs WCN
+27.0%
+155.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.4% |
| 7D | -2.3% | -1.7% | -0.6% | -2.2% |
| 30D | -18.7% | -3.0% | -15.7% | -18.5% |
| 3M | -29.3% | +2.5% | -31.8% | -30.0% |
| 6M | -42.3% | -5.7% | -36.6% | -41.7% |
| YTD | +2.5% | -7.4% | +10.0% | +4.1% |
| 1Y | -5.7% | -8.6% | +2.9% | -4.2% |
| 3Y | +764.9% | +19.4% | +745.5% | +691.4% |
| 5Y | +182.3% | +27.2% | +155.1% | +153.2% |
| All | +182.3% | +27.0% | +155.2% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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