+227.9%
WAB vs RCAT
+183.7%
+44.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.8% |
| 7D | -3.2% | -1.4% | -1.8% | -3.1% |
| 30D | -4.4% | -3.3% | -1.1% | -4.4% |
| 3M | +7.9% | -43.2% | +51.1% | +10.2% |
| 6M | +8.7% | -43.2% | +51.9% | +10.2% |
| YTD | +33.0% | +5.5% | +27.4% | +29.9% |
| 1Y | +46.7% | -1.6% | +48.3% | +42.5% |
| 3Y | +153.0% | +773.7% | -620.7% | +117.9% |
| All | +227.9% | +183.7% | +44.1% | +187.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling