+124.9%
WBD vs RCAT
-7.4%
+132.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.1% |
| 7D | -0.6% | -5.4% | +4.8% | -0.2% |
| 30D | +4.2% | -24.2% | +28.4% | +6.3% |
| 3M | +7.5% | -25.8% | +33.3% | +9.3% |
| 6M | +1.6% | -44.9% | +46.5% | +4.7% |
| YTD | -2.2% | +1.9% | -4.0% | -10.9% |
| 1Y | +124.9% | -5.2% | +130.0% | +86.1% |
| All | +124.9% | -7.4% | +132.3% | +86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling