+330.8%
WM vs RCAT
-99.8%
+430.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.9% | +1.6% |
| 7D | +1.2% | +15.6% | -14.4% | +1.1% |
| 30D | +15.2% | -24.1% | +39.3% | +15.3% |
| 3M | +8.3% | -61.9% | +70.2% | +8.6% |
| 6M | +13.1% | -64.3% | +77.5% | +13.4% |
| YTD | +12.5% | -50.4% | +62.9% | +12.5% |
| 1Y | +21.8% | -54.0% | +75.8% | +21.8% |
| 3Y | +48.8% | +347.2% | -298.4% | +46.9% |
| 5Y | +62.1% | +45.7% | +16.3% | +60.3% |
| All | +330.8% | -99.8% | +430.6% | +316.4% |
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