-98.5%
RCAT vs WTW
+198.0%
-296.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -4.9% | -5.7% | +0.8% | -2.0% |
| 30D | -22.9% | -7.3% | -15.6% | -20.1% |
| 3M | -33.7% | +21.5% | -55.2% | -40.9% |
| 6M | -50.7% | +9.6% | -60.4% | -54.2% |
| YTD | +0.4% | -3.3% | +3.7% | -0.9% |
| 1Y | -27.6% | -6.1% | -21.5% | -27.1% |
| 3Y | +753.2% | +61.8% | +691.3% | +516.3% |
| 5Y | +183.3% | +42.7% | +140.6% | +113.8% |
| All | -98.5% | +198.0% | -296.6% | -99.3% |
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