+197.9%
WEC vs RCAT
-99.8%
+297.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.4% | +0.9% |
| 7D | +2.3% | -5.9% | +8.3% | +2.3% |
| 30D | +11.1% | -19.7% | +30.7% | +11.1% |
| 3M | +8.4% | -62.9% | +71.3% | +8.6% |
| 6M | +7.5% | -59.6% | +67.1% | +7.6% |
| YTD | +15.3% | -52.1% | +67.4% | +15.4% |
| 1Y | +9.7% | -50.9% | +60.6% | +9.7% |
| 3Y | +64.7% | +333.8% | -269.1% | +63.7% |
| 5Y | +57.3% | +40.7% | +16.5% | +56.4% |
| All | +197.9% | -99.8% | +297.7% | +189.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling