+63.3%
WM vs RCAT
+25.6%
+37.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.9% | +16.0% | +1.1% |
| 7D | +4.5% | -32.6% | +37.1% | +4.4% |
| 30D | +16.1% | -46.3% | +62.4% | +16.0% |
| 3M | +8.0% | -60.7% | +68.7% | +7.9% |
| 6M | +8.4% | -67.4% | +75.8% | +8.3% |
| YTD | +11.2% | -57.1% | +68.3% | +10.7% |
| 1Y | +22.3% | -63.8% | +86.1% | +21.9% |
| 3Y | +50.2% | +268.1% | -217.9% | +41.5% |
| 5Y | +63.3% | +25.2% | +38.1% | +60.3% |
| All | +63.3% | +25.6% | +37.6% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling