-17.1%
WBD vs RCAT
+259.7%
-276.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.5% | +0.4% |
| 7D | +1.0% | -17.5% | +18.5% | +2.6% |
| 30D | +26.7% | -35.3% | +62.0% | +31.0% |
| 3M | +91.1% | -0.5% | +91.7% | +89.1% |
| 6M | +164.8% | +72.5% | +92.3% | +148.6% |
| YTD | +114.5% | -27.8% | +142.3% | +109.8% |
| 1Y | +141.9% | +159.9% | -18.0% | +117.8% |
| 3Y | +120.7% | +783.8% | -663.1% | +69.9% |
| All | -17.1% | +259.7% | -276.8% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling