+648.8%
WFC vs RCAT
-100.0%
+748.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.4% | -9.5% | +1.8% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | +2.9% | -22.0% | +24.9% | +2.9% |
| 3M | -1.4% | -51.1% | +49.7% | -1.4% |
| 6M | +14.3% | -56.6% | +71.0% | +14.4% |
| YTD | -6.2% | -43.3% | +37.0% | -6.2% |
| 1Y | +1.6% | -51.5% | +53.1% | +1.6% |
| 3Y | +126.9% | +411.4% | -284.5% | +127.3% |
| 5Y | +94.0% | +74.4% | +19.5% | +94.2% |
| 10Y | +134.0% | -99.6% | +233.6% | +142.3% |
| All | +648.8% | -100.0% | +748.8% | +825.5% |
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