+280.5%
WAB vs RCAT
-99.6%
+380.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +1.8% |
| 7D | +4.0% | -5.6% | +9.6% | +4.0% |
| 30D | +6.3% | -27.0% | +33.4% | +6.5% |
| 3M | +3.3% | -57.9% | +61.2% | +3.7% |
| 6M | +14.5% | -59.4% | +73.9% | +14.9% |
| YTD | +42.7% | -46.9% | +89.6% | +42.8% |
| 1Y | +45.2% | -54.0% | +99.2% | +45.4% |
| 3Y | +173.8% | +378.4% | -204.7% | +171.0% |
| 5Y | +223.8% | +61.9% | +161.9% | +220.9% |
| 10Y | +280.5% | -99.6% | +380.1% | +287.8% |
| All | +280.5% | -99.6% | +380.1% | +287.8% |
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