+2,109.6%
WEC vs RCAT
-100.0%
+2,209.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.4% | -10.3% | +1.1% |
| 7D | +0.2% | +1.1% | -0.9% | +0.2% |
| 30D | +12.9% | -22.0% | +34.9% | +12.9% |
| 3M | +9.8% | -51.1% | +60.9% | +9.8% |
| 6M | +6.7% | -56.6% | +63.3% | +6.7% |
| YTD | +14.0% | -43.3% | +57.2% | +14.0% |
| 1Y | +7.3% | -51.5% | +58.9% | +7.3% |
| 3Y | +63.8% | +411.4% | -347.6% | +63.9% |
| 5Y | +54.8% | +74.4% | -19.7% | +54.8% |
| 10Y | +185.7% | -99.6% | +285.3% | +188.6% |
| All | +2,109.6% | -100.0% | +2,209.6% | +2,258.9% |
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