-100.0%
RCAT vs WCN
+3,993.1%
-4,093.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.6% |
| 7D | -5.6% | +2.6% | -8.2% | -6.5% |
| 30D | -27.0% | +25.3% | -52.4% | -32.4% |
| 3M | -57.9% | +15.2% | -73.1% | -59.9% |
| 6M | -59.4% | +26.4% | -85.8% | -63.0% |
| YTD | -46.9% | +9.9% | -56.8% | -49.6% |
| 1Y | -54.0% | +16.2% | -70.2% | -57.2% |
| 3Y | +378.4% | +49.4% | +329.0% | +304.2% |
| 5Y | +61.9% | +46.2% | +15.8% | +37.1% |
| 10Y | -99.6% | +305.7% | -405.3% | -99.7% |
| All | -100.0% | +3,993.1% | -4,093.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling