+139.3%
WFC vs RCAT
+737.0%
-597.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.0% |
| 7D | +3.8% | -1.4% | +5.2% | +3.8% |
| 30D | +1.5% | -3.3% | +4.8% | +1.5% |
| 3M | +10.9% | -43.2% | +54.1% | +13.4% |
| 6M | +8.4% | -43.2% | +51.6% | +9.9% |
| YTD | -1.9% | +5.5% | -7.4% | -4.3% |
| 1Y | +12.3% | -1.6% | +14.0% | +9.0% |
| All | +139.3% | +737.0% | -597.7% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling