-57.8%
RCAT vs WSM
+44.0%
-101.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +6.5% | -16.8% | -14.0% |
| 7D | -18.5% | +8.0% | -26.5% | -22.6% |
| 30D | -37.0% | +13.5% | -50.4% | -42.3% |
| 3M | -54.9% | +8.8% | -63.7% | -57.5% |
| 6M | -63.6% | +54.7% | -118.3% | -74.8% |
| YTD | -49.6% | +53.3% | -102.8% | -68.1% |
| 1Y | -57.8% | +41.1% | -98.9% | -70.2% |
| All | -57.8% | +44.0% | -101.8% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling