+199.8%
RCAT vs WSM
+189.5%
+10.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | +5.4% | +2.6% | +2.8% | +4.3% |
| 30D | -5.6% | -9.5% | +3.9% | -1.8% |
| 3M | -30.2% | +12.9% | -43.1% | -33.9% |
| 6M | -43.4% | +23.0% | -66.4% | -48.1% |
| YTD | +9.6% | +28.9% | -19.3% | -1.0% |
| 1Y | -2.0% | +13.7% | -15.6% | -7.2% |
| 3Y | +825.0% | +232.6% | +592.4% | +564.7% |
| 5Y | +199.8% | +185.9% | +14.0% | +107.9% |
| All | +199.8% | +189.5% | +10.4% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling