-57.8%
RCAT vs WTW
+8.6%
-66.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.0% | -13.3% | -9.9% |
| 7D | -18.5% | +4.9% | -23.4% | -18.0% |
| 30D | -37.0% | +17.1% | -54.1% | -36.3% |
| 3M | -54.9% | -0.3% | -54.5% | -54.7% |
| 6M | -63.6% | +30.7% | -94.3% | -62.8% |
| YTD | -49.6% | +3.7% | -53.3% | -45.8% |
| 1Y | -57.8% | +5.9% | -63.7% | -56.6% |
| All | -57.8% | +8.6% | -66.4% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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