-100.0%
RCAT vs WTW
+772.8%
-872.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -1.4% | -2.6% | +1.2% | -1.0% |
| 30D | -3.3% | -1.0% | -2.4% | -3.3% |
| 3M | -43.2% | +29.9% | -73.1% | -45.9% |
| 6M | -43.2% | +10.7% | -53.9% | -44.5% |
| YTD | +5.5% | +2.6% | +3.0% | +4.3% |
| 1Y | -1.6% | +2.8% | -4.4% | -2.7% |
| 3Y | +773.7% | +67.3% | +706.4% | +698.6% |
| 5Y | +187.6% | +56.6% | +131.0% | +164.5% |
| 10Y | -98.5% | +204.1% | -302.5% | -98.6% |
| All | -100.0% | +772.8% | -872.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling