+11.4%
WBD vs RCAT
-98.5%
+109.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -0.7% | -4.9% | +4.2% | -0.7% |
| 30D | +1.4% | -22.9% | +24.3% | +1.6% |
| 3M | +4.4% | -33.7% | +38.1% | +4.6% |
| 6M | +0.8% | -50.7% | +51.6% | +1.1% |
| YTD | -2.7% | +0.4% | -3.1% | -3.0% |
| 1Y | +73.4% | -27.6% | +101.0% | +73.1% |
| 3Y | +142.1% | +753.2% | -611.0% | +138.5% |
| 5Y | +7.2% | +183.3% | -176.0% | +5.7% |
| All | +11.4% | -98.5% | +109.9% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling