+4,741.2%
WAB vs RCAT
-100.0%
+4,841.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +18.6% | -16.8% | +1.8% |
| 7D | +1.4% | -12.7% | +14.2% | +1.4% |
| 30D | +0.4% | -34.3% | +34.7% | +0.4% |
| 3M | -3.8% | -53.4% | +49.6% | -3.8% |
| 6M | +5.1% | -62.0% | +67.0% | +5.1% |
| YTD | +33.3% | -49.1% | +82.4% | +33.3% |
| 1Y | +39.8% | -53.1% | +93.0% | +39.8% |
| 3Y | +161.1% | +318.7% | -157.6% | +161.2% |
| 5Y | +209.5% | +48.5% | +160.9% | +209.6% |
| 10Y | +293.8% | -99.6% | +393.5% | +302.6% |
| All | +4,741.2% | -100.0% | +4,841.2% | +6,420.1% |
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