+54.8%
RCAT vs WING
+4.1%
+50.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.5% | +20.1% | +18.9% |
| 7D | -12.7% | +9.0% | -21.8% | -14.2% |
| 30D | -34.3% | +39.9% | -74.2% | -38.4% |
| 3M | -53.4% | +40.4% | -93.8% | -56.6% |
| 6M | -62.0% | +12.9% | -74.8% | -63.3% |
| YTD | -49.1% | -31.1% | -18.0% | -46.8% |
| 1Y | -53.1% | -32.7% | -20.4% | -51.0% |
| 3Y | +318.7% | -19.8% | +338.5% | +297.2% |
| All | +54.8% | +4.1% | +50.7% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling