+26.3%
RCAT vs WETO
-99.4%
+125.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -1.4% |
| 7D | -4.9% | -4.3% | -0.6% | -4.8% |
| 30D | -22.9% | -39.9% | +17.0% | -25.9% |
| 3M | -33.7% | -97.9% | +64.2% | -29.9% |
| 6M | -50.7% | -95.0% | +44.3% | -51.5% |
| YTD | +0.4% | -97.2% | +97.5% | +6.1% |
| 1Y | -27.6% | -98.9% | +71.3% | -14.9% |
| All | +26.3% | -99.4% | +125.8% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling