+81.5%
WAT vs RCAT
+339.1%
-257.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.6% | -17.7% | +0.4% |
| 7D | -1.1% | -12.7% | +11.6% | -0.8% |
| 30D | +5.0% | -34.3% | +39.3% | +6.2% |
| 3M | +14.5% | -53.4% | +67.9% | +16.9% |
| 6M | +30.9% | -62.0% | +92.9% | +34.0% |
| YTD | +20.5% | -49.1% | +69.5% | +21.8% |
| 1Y | +23.3% | -53.1% | +76.4% | +24.7% |
| 3Y | +81.5% | +318.7% | -237.2% | +77.7% |
| All | +81.5% | +339.1% | -257.7% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling