+4.2%
WBD vs RCAT
+184.3%
-180.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.3% |
| 7D | -1.7% | -2.3% | +0.6% | -1.5% |
| 30D | +3.9% | -18.7% | +22.6% | +5.3% |
| 3M | +5.1% | -29.3% | +34.4% | +7.0% |
| 6M | +0.6% | -42.3% | +42.9% | +2.6% |
| YTD | -3.2% | +2.5% | -5.7% | -7.0% |
| 1Y | +127.7% | -5.7% | +133.3% | +117.1% |
| 3Y | +146.6% | +764.9% | -618.3% | +87.8% |
| 5Y | +4.2% | +182.3% | -178.1% | -18.1% |
| All | +4.2% | +184.3% | -180.1% | -18.1% |
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 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