-98.5%
RCAT vs WSM
+997.3%
-1,095.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -2.3% | +2.6% | -4.9% | -2.6% |
| 30D | -18.7% | -9.3% | -9.4% | -17.6% |
| 3M | -29.3% | +7.1% | -36.4% | -30.0% |
| 6M | -42.3% | +21.7% | -64.0% | -43.9% |
| YTD | +2.5% | +28.7% | -26.2% | -0.7% |
| 1Y | -5.7% | +13.9% | -19.5% | -7.4% |
| 3Y | +764.9% | +232.2% | +532.7% | +740.6% |
| 5Y | +182.3% | +176.4% | +5.9% | +168.2% |
| 10Y | -98.5% | +1,072.4% | -1,170.9% | -98.0% |
| All | -98.5% | +997.3% | -1,095.8% | -98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling