+771.4%
RCAT vs WTW
+60.9%
+710.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.6% | -2.9% | -5.6% |
| 7D | -2.3% | -7.1% | +4.8% | -0.5% |
| 30D | -18.7% | -8.5% | -10.2% | -17.0% |
| 3M | -29.3% | +20.6% | -49.8% | -33.2% |
| 6M | -42.3% | +7.2% | -49.5% | -43.5% |
| YTD | +2.5% | -3.9% | +6.4% | +4.7% |
| 1Y | -5.7% | -3.6% | -2.1% | -3.1% |
| All | +771.4% | +60.9% | +710.5% | +699.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling