+87.7%
WDC vs RCAT
-54.8%
+142.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | +1.4% |
| 7D | +16.3% | +15.6% | +0.7% | +11.7% |
| 30D | -18.3% | -24.1% | +5.9% | -13.0% |
| 3M | -31.4% | -61.9% | +30.4% | -16.3% |
| 6M | -36.3% | -64.3% | +28.0% | -23.2% |
| YTD | +80.8% | -50.4% | +131.2% | +98.0% |
| 1Y | +87.7% | -54.0% | +141.7% | +105.7% |
| All | +87.7% | -54.8% | +142.5% | +105.7% |
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