+148.4%
WBD vs RCAT
+796.4%
-648.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.3% | -0.7% |
| 7D | -0.7% | +5.4% | -6.1% | -1.0% |
| 30D | +5.0% | -5.6% | +10.6% | +5.2% |
| 3M | +6.2% | -30.2% | +36.5% | +8.0% |
| 6M | +0.6% | -43.4% | +44.0% | +2.5% |
| YTD | -2.4% | +9.6% | -12.1% | -6.1% |
| 1Y | +127.7% | -2.0% | +129.7% | +117.9% |
| 3Y | +148.4% | +825.0% | -676.6% | +125.8% |
| All | +148.4% | +796.4% | -648.0% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling