+189.3%
RCAT vs WTW
+41.5%
+147.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.6% | -2.9% | -5.5% |
| 7D | -2.3% | -7.1% | +4.8% | -0.3% |
| 30D | -18.7% | -8.5% | -10.2% | -16.8% |
| 3M | -29.3% | +20.6% | -49.8% | -33.6% |
| 6M | -42.3% | +7.2% | -49.5% | -43.9% |
| YTD | +2.5% | -3.9% | +6.4% | +3.3% |
| 1Y | -5.7% | -3.6% | -2.1% | -4.6% |
| 3Y | +764.9% | +60.7% | +704.2% | +647.2% |
| All | +189.3% | +41.5% | +147.8% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling