+66.6%
WDC vs RCAT
-53.5%
+120.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +11.4% | -1.5% | +7.1% |
| 7D | -14.4% | +1.1% | -15.5% | -14.7% |
| 30D | -27.1% | -22.0% | -5.0% | -23.1% |
| 3M | -33.3% | -51.1% | +17.9% | -23.1% |
| 6M | -39.6% | -56.6% | +17.0% | -30.1% |
| YTD | +68.4% | -43.3% | +111.6% | +77.9% |
| All | +66.6% | -53.5% | +120.1% | +79.0% |
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