+21.2%
WM vs RCAT
-54.8%
+76.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | -0.3% |
| 7D | +3.2% | -5.9% | +9.1% | +3.0% |
| 30D | +13.0% | -19.7% | +32.7% | +12.3% |
| 3M | +9.2% | -62.9% | +72.1% | +5.6% |
| 6M | +13.6% | -59.6% | +73.2% | +10.5% |
| YTD | +12.4% | -52.1% | +64.5% | +12.2% |
| 1Y | +21.2% | -50.9% | +72.1% | +22.2% |
| All | +21.2% | -54.8% | +76.0% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling