+4,990.4%
WAB vs RCAT
-100.0%
+5,090.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.4% | -6.2% | +5.1% |
| 7D | +4.0% | +1.1% | +2.9% | +4.0% |
| 30D | +4.5% | -22.0% | +26.5% | +4.5% |
| 3M | +2.3% | -51.1% | +53.4% | +2.3% |
| 6M | +12.5% | -56.6% | +69.1% | +12.5% |
| YTD | +40.2% | -43.3% | +83.4% | +40.2% |
| 1Y | +45.2% | -51.5% | +96.7% | +45.2% |
| 3Y | +171.8% | +411.4% | -239.6% | +172.0% |
| 5Y | +217.6% | +74.4% | +143.2% | +217.7% |
| 10Y | +285.3% | -99.6% | +384.9% | +293.8% |
| All | +4,990.4% | -100.0% | +5,090.4% | +6,755.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling