-5.7%
RCAT vs WSM
+14.1%
-19.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.4% |
| 7D | -2.3% | +2.6% | -4.9% | -4.1% |
| 30D | -18.7% | -9.3% | -9.4% | -12.9% |
| 3M | -29.3% | +7.1% | -36.4% | -33.8% |
| 6M | -42.3% | +21.7% | -64.0% | -52.0% |
| YTD | +2.5% | +28.7% | -26.2% | -21.6% |
| 1Y | -5.7% | +13.9% | -19.5% | -24.7% |
| All | -5.7% | +14.1% | -19.8% | -24.7% |
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