+185.4%
SW vs RCAT
-99.8%
+285.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.9% | +13.4% | -1.5% |
| 7D | +4.7% | -32.6% | +37.2% | +4.8% |
| 30D | +5.0% | -46.3% | +51.3% | +5.2% |
| 3M | -7.3% | -60.7% | +53.3% | -7.1% |
| 6M | +15.0% | -67.4% | +82.3% | +15.3% |
| YTD | +18.5% | -57.1% | +75.6% | +18.7% |
| 1Y | +27.1% | -63.8% | +90.9% | +27.4% |
| 3Y | +49.3% | +268.1% | -218.8% | +49.1% |
| 5Y | -1.6% | +25.2% | -26.8% | -1.7% |
| All | +185.4% | -99.8% | +285.2% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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