+33.2%
WAT vs RCAT
+41.8%
-8.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.3% |
| 7D | +0.6% | -5.9% | +6.5% | +0.8% |
| 30D | +5.4% | -19.7% | +25.1% | +6.1% |
| 3M | +11.3% | -62.9% | +74.2% | +14.9% |
| 6M | +37.4% | -59.6% | +97.0% | +40.9% |
| YTD | +21.2% | -52.1% | +73.3% | +22.7% |
| 1Y | +21.3% | -50.9% | +72.2% | +22.5% |
| 3Y | +83.4% | +333.8% | -250.4% | +67.1% |
| All | +33.2% | +41.8% | -8.6% | +26.0% |
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