-57.8%
RCAT vs WETO
-99.3%
+41.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +11.4% | -21.7% | -10.4% |
| 7D | -18.5% | +3.6% | -22.1% | -18.6% |
| 30D | -37.0% | -17.2% | -19.7% | -36.9% |
| 3M | -54.9% | -83.7% | +28.8% | -55.5% |
| 6M | -63.6% | -98.3% | +34.6% | -61.6% |
| YTD | -49.6% | -99.0% | +49.4% | -37.3% |
| 1Y | -57.8% | -99.4% | +41.6% | -46.1% |
| All | -57.8% | -99.3% | +41.5% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling