-50.9%
RCAT vs WTW
+6.3%
-57.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -3.1% |
| 7D | -5.9% | +2.0% | -7.9% | -5.6% |
| 30D | -19.7% | +12.9% | -32.5% | -18.9% |
| 3M | -62.9% | +0.7% | -63.6% | -62.7% |
| 6M | -59.6% | +39.5% | -99.0% | -59.0% |
| YTD | -52.1% | +3.1% | -55.2% | -48.0% |
| 1Y | -50.9% | +4.8% | -55.7% | -48.8% |
| All | -50.9% | +6.3% | -57.2% | -48.8% |
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