-99.1%
RCAT vs WING
+405.9%
-505.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -1.4% | -3.9% | +2.4% | -1.0% |
| 30D | -3.3% | -11.6% | +8.2% | -2.0% |
| 3M | -43.2% | -24.2% | -19.0% | -41.6% |
| 6M | -43.2% | -54.1% | +10.9% | -38.2% |
| YTD | +5.5% | -53.9% | +59.5% | +14.6% |
| 1Y | -1.6% | -64.4% | +62.7% | +9.3% |
| 3Y | +773.7% | -30.2% | +803.9% | +789.8% |
| 5Y | +187.6% | -34.1% | +221.7% | +185.4% |
| 10Y | -98.5% | +342.1% | -440.6% | -97.4% |
| All | -99.1% | +405.9% | -505.0% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling