-100.0%
RCAT vs WSM
+3,939.5%
-4,039.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.4% | +11.2% |
| 7D | +1.1% | +0.9% | +0.3% | +1.1% |
| 30D | -22.0% | +8.6% | -30.6% | -22.3% |
| 3M | -51.1% | +4.2% | -55.4% | -51.3% |
| 6M | -56.6% | +44.6% | -101.2% | -57.4% |
| YTD | -43.3% | +48.5% | -91.8% | -44.3% |
| 1Y | -51.5% | +34.7% | -86.2% | -52.2% |
| 3Y | +411.4% | +271.0% | +140.3% | +405.8% |
| 5Y | +74.4% | +180.9% | -106.5% | +70.6% |
| 10Y | -99.6% | +1,235.4% | -1,335.0% | -99.6% |
| All | -100.0% | +3,939.5% | -4,039.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling