+1,083.2%
WAT vs RCAT
-100.0%
+1,183.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -1.3% | -1.4% | +0.1% | -1.3% |
| 30D | +2.3% | -3.3% | +5.7% | +2.3% |
| 3M | +8.7% | -43.2% | +52.0% | +8.8% |
| 6M | +28.3% | -43.2% | +71.5% | +28.4% |
| YTD | +7.8% | +5.5% | +2.2% | +7.7% |
| 1Y | +36.6% | -1.6% | +38.2% | +36.5% |
| 3Y | +45.7% | +773.7% | -728.0% | +45.2% |
| 5Y | -3.3% | +187.6% | -190.9% | -3.6% |
| 10Y | +162.1% | -98.5% | +260.6% | +160.8% |
| All | +1,083.2% | -100.0% | +1,183.2% | +1,063.1% |
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