-99.8%
RCAT vs WTW
+218.5%
-318.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -4.4% |
| 7D | -5.9% | +2.0% | -7.9% | -6.9% |
| 30D | -19.7% | +12.9% | -32.5% | -25.1% |
| 3M | -62.9% | +0.7% | -63.6% | -63.4% |
| 6M | -59.6% | +39.5% | -99.0% | -67.1% |
| YTD | -52.1% | +3.1% | -55.2% | -54.6% |
| 1Y | -50.9% | +4.8% | -55.7% | -53.8% |
| 3Y | +333.8% | +42.9% | +290.8% | +237.6% |
| 5Y | +40.7% | +55.3% | -14.5% | +0.8% |
| All | -99.8% | +218.5% | -318.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling