+150.6%
WEC vs RCAT
-98.4%
+249.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +1.1% |
| 7D | +0.8% | +5.4% | -4.6% | +0.8% |
| 30D | +0.3% | -5.6% | +5.9% | +0.3% |
| 3M | -2.9% | -30.2% | +27.3% | -2.9% |
| 6M | -5.9% | -43.4% | +37.5% | -5.9% |
| YTD | +4.1% | +9.6% | -5.5% | +4.1% |
| 1Y | +3.1% | -2.0% | +5.1% | +3.0% |
| 3Y | +40.8% | +825.0% | -784.2% | +39.9% |
| 5Y | +31.7% | +199.8% | -168.1% | +30.9% |
| All | +150.6% | -98.4% | +249.0% | +149.0% |
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 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