+47.9%
RCAT vs WING
+0.4%
+47.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.9% | -2.5% | -3.4% | -5.4% |
| 30D | -19.7% | +29.5% | -49.2% | -23.5% |
| 3M | -62.9% | +40.2% | -103.0% | -65.3% |
| 6M | -59.6% | +32.7% | -92.3% | -62.1% |
| YTD | -52.1% | -32.8% | -19.3% | -49.6% |
| 1Y | -50.9% | -31.7% | -19.2% | -48.8% |
| 3Y | +333.8% | -24.7% | +358.5% | +317.2% |
| All | +47.9% | +0.4% | +47.5% | +23.6% |
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