-99.6%
RCAT vs WING
+675.9%
-775.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.3% | -5.9% |
| 7D | -5.6% | +5.0% | -10.6% | -6.1% |
| 30D | -27.0% | +38.7% | -65.7% | -30.1% |
| 3M | -57.9% | +44.7% | -102.6% | -60.1% |
| 6M | -59.4% | +31.5% | -90.9% | -61.1% |
| YTD | -46.9% | -28.4% | -18.5% | -45.6% |
| 1Y | -54.0% | -28.2% | -25.9% | -53.0% |
| 3Y | +378.4% | -18.4% | +396.8% | +372.6% |
| 5Y | +61.9% | +5.2% | +56.7% | +50.5% |
| 10Y | -99.6% | +699.8% | -799.4% | -98.8% |
| All | -99.6% | +675.9% | -775.5% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling