-100.0%
RCAT vs WSM
+3,400.0%
-3,500.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.1% |
| 7D | -1.4% | -3.3% | +1.8% | -1.3% |
| 30D | -3.3% | -8.4% | +5.0% | -2.9% |
| 3M | -43.2% | +9.7% | -52.9% | -43.5% |
| 6M | -43.2% | +16.7% | -59.9% | -43.6% |
| YTD | +5.5% | +28.7% | -23.1% | +4.4% |
| 1Y | -1.6% | +13.7% | -15.3% | -2.3% |
| 3Y | +773.7% | +230.1% | +543.6% | +771.1% |
| 5Y | +187.6% | +179.0% | +8.7% | +185.1% |
| 10Y | -98.5% | +1,002.5% | -1,101.0% | -98.4% |
| All | -100.0% | +3,400.0% | -3,500.0% | -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