+49.3%
SW vs RCAT
+270.1%
-220.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.9% | +13.4% | -0.7% |
| 7D | +4.7% | -32.6% | +37.2% | +6.7% |
| 30D | +5.0% | -46.3% | +51.3% | +8.3% |
| 3M | -7.3% | -60.7% | +53.3% | -3.0% |
| 6M | +15.0% | -67.4% | +82.3% | +20.7% |
| YTD | +18.5% | -57.1% | +75.6% | +21.0% |
| 1Y | +27.1% | -63.8% | +90.9% | +30.5% |
| All | +49.3% | +270.1% | -220.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling