-99.6%
RCAT vs WING
+637.7%
-737.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.5% | -3.8% | -7.7% |
| 7D | +15.6% | -3.9% | +19.5% | +16.2% |
| 30D | -24.1% | +26.6% | -50.7% | -26.3% |
| 3M | -61.9% | +42.5% | -104.4% | -63.7% |
| 6M | -64.3% | +29.4% | -93.7% | -65.7% |
| YTD | -50.4% | -32.8% | -17.6% | -48.8% |
| 1Y | -54.0% | -33.5% | -20.6% | -52.6% |
| 3Y | +347.2% | -23.4% | +370.5% | +345.5% |
| 5Y | +45.7% | -0.4% | +46.2% | +37.4% |
| 10Y | -99.7% | +647.8% | -747.6% | -99.6% |
| All | -99.6% | +637.7% | -737.3% | -99.4% |
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