+411.4%
RCAT vs WSM
+264.9%
+146.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.4% | +9.8% |
| 7D | +1.1% | +0.9% | +0.3% | +0.4% |
| 30D | -22.0% | +8.6% | -30.6% | -25.7% |
| 3M | -51.1% | +4.2% | -55.4% | -52.5% |
| 6M | -56.6% | +44.6% | -101.2% | -65.1% |
| YTD | -43.3% | +48.5% | -91.8% | -54.9% |
| 1Y | -51.5% | +34.7% | -86.2% | -59.4% |
| 3Y | +411.4% | +271.0% | +140.3% | +197.5% |
| All | +411.4% | +264.9% | +146.5% | +197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling