+6,131.6%
WDC vs RCAT
-100.0%
+6,231.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.6% | -20.1% | -1.5% |
| 7D | -28.0% | -12.7% | -15.2% | -27.9% |
| 30D | -34.9% | -34.3% | -0.6% | -34.8% |
| 3M | -41.6% | -53.4% | +11.8% | -41.4% |
| 6M | -45.4% | -62.0% | +16.6% | -45.2% |
| YTD | +53.3% | -49.1% | +102.3% | +53.6% |
| 1Y | +61.5% | -53.1% | +114.7% | +61.9% |
| 3Y | +712.3% | +318.7% | +393.7% | +706.0% |
| 5Y | +524.2% | +48.5% | +475.7% | +520.1% |
| 10Y | +616.5% | -99.6% | +716.1% | +588.1% |
| All | +6,131.6% | -100.0% | +6,231.6% | +4,503.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling