+54.8%
RCAT vs WCN
+45.6%
+9.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.4% | +20.0% | +18.7% |
| 7D | -12.7% | +2.9% | -15.7% | -13.0% |
| 30D | -34.3% | +22.1% | -56.4% | -36.0% |
| 3M | -53.4% | +13.2% | -66.6% | -54.1% |
| 6M | -62.0% | +23.7% | -85.7% | -63.6% |
| YTD | -49.1% | +8.7% | -57.8% | -49.3% |
| 1Y | -53.1% | +15.3% | -68.5% | -54.5% |
| 3Y | +318.7% | +46.0% | +272.6% | +252.8% |
| All | +54.8% | +45.6% | +9.1% | +23.6% |
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