+9.2%
WBD vs RCAT
-99.7%
+108.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | -26.8% | +61.1% | +34.4% |
| 7D | +34.3% | -26.8% | +61.1% | +34.4% |
| 30D | +34.3% | -26.8% | +61.1% | +34.4% |
| 3M | +34.3% | -26.8% | +61.1% | +34.4% |
| 6M | +34.3% | -26.8% | +61.1% | +34.4% |
| YTD | +34.3% | -26.8% | +61.1% | +34.4% |
| 1Y | +63.0% | -50.8% | +113.8% | +63.5% |
| 3Y | +206.7% | +570.7% | -364.0% | +203.4% |
| 5Y | +18.4% | +102.1% | -83.7% | +17.2% |
| All | +9.2% | -99.7% | +108.9% | +12.2% |
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