+29.0%
RCAT vs WETO
-99.4%
+128.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.1% | -1.4% | -6.4% |
| 7D | -2.3% | -38.7% | +36.4% | -1.7% |
| 30D | -18.7% | -51.3% | +32.6% | -21.5% |
| 3M | -29.3% | -97.8% | +68.6% | -25.3% |
| 6M | -42.3% | -94.8% | +52.4% | -43.7% |
| YTD | +2.5% | -97.2% | +99.7% | +8.4% |
| 1Y | -5.7% | -98.9% | +93.3% | +11.2% |
| All | +29.0% | -99.4% | +128.5% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling