+289.9%
WAB vs RCAT
-98.5%
+388.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.4% |
| 7D | +0.2% | -2.3% | +2.5% | +0.2% |
| 30D | -4.6% | -18.7% | +14.1% | -4.5% |
| 3M | +5.6% | -29.3% | +34.9% | +5.8% |
| 6M | +13.8% | -42.3% | +56.1% | +14.0% |
| YTD | +31.9% | +2.5% | +29.3% | +31.6% |
| 1Y | +48.3% | -5.7% | +53.9% | +47.9% |
| 3Y | +167.1% | +764.9% | -597.8% | +163.4% |
| 5Y | +222.9% | +182.3% | +40.6% | +218.7% |
| 10Y | +289.9% | -98.5% | +388.4% | +296.6% |
| All | +289.9% | -98.5% | +388.4% | +296.6% |
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