-57.8%
RCAT vs WING
-23.2%
-34.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.7% | -14.1% | -10.8% |
| 7D | -18.5% | +21.0% | -39.5% | -20.9% |
| 30D | -37.0% | +56.9% | -93.8% | -41.5% |
| 3M | -54.9% | +38.4% | -93.2% | -57.3% |
| 6M | -63.6% | +12.0% | -75.6% | -64.2% |
| YTD | -49.6% | -29.2% | -20.3% | -46.0% |
| 1Y | -57.8% | -28.8% | -29.0% | -55.9% |
| All | -57.8% | -23.2% | -34.6% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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