+1,222.5%
WAT vs RCAT
-100.0%
+1,322.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.6% | -17.7% | +1.0% |
| 7D | -1.1% | -12.7% | +11.6% | -1.1% |
| 30D | +5.0% | -34.3% | +39.3% | +5.0% |
| 3M | +14.5% | -53.4% | +67.9% | +14.6% |
| 6M | +30.9% | -62.0% | +92.9% | +31.0% |
| YTD | +20.5% | -49.1% | +69.5% | +20.5% |
| 1Y | +23.3% | -53.1% | +76.4% | +23.3% |
| 3Y | +81.5% | +318.7% | -237.2% | +81.1% |
| 5Y | +33.4% | +48.5% | -15.1% | +33.1% |
| 10Y | +231.5% | -99.6% | +331.1% | +230.3% |
| All | +1,222.5% | -100.0% | +1,322.5% | +1,201.1% |
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