+326.4%
WM vs RCAT
-99.6%
+426.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.8% | +0.3% |
| 7D | +1.2% | -5.6% | +6.8% | +1.2% |
| 30D | +13.7% | -27.0% | +40.7% | +13.7% |
| 3M | +5.2% | -57.9% | +63.1% | +5.4% |
| 6M | +11.2% | -59.4% | +70.6% | +11.4% |
| YTD | +9.4% | -46.9% | +56.3% | +9.4% |
| 1Y | +20.4% | -54.0% | +74.4% | +20.4% |
| 3Y | +44.7% | +378.4% | -333.7% | +42.8% |
| 5Y | +58.5% | +61.9% | -3.4% | +56.7% |
| 10Y | +326.4% | -99.6% | +426.0% | +312.7% |
| All | +326.4% | -99.6% | +426.0% | +312.7% |
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