+180.9%
RCAT vs WING
-34.0%
+214.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -1.4% | -3.9% | +2.4% | -0.8% |
| 30D | -3.3% | -11.6% | +8.2% | -1.6% |
| 3M | -43.2% | -24.2% | -19.0% | -41.0% |
| 6M | -43.2% | -54.1% | +10.9% | -36.3% |
| YTD | +5.5% | -53.9% | +59.5% | +18.0% |
| 1Y | -1.6% | -64.4% | +62.7% | +13.8% |
| 3Y | +773.7% | -30.2% | +803.9% | +767.6% |
| All | +180.9% | -34.0% | +214.8% | +117.1% |
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