+59.7%
WM vs RCAT
+46.9%
+12.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +18.6% | -20.7% | -2.0% |
| 7D | +1.2% | -12.7% | +13.9% | +1.2% |
| 30D | +13.1% | -34.3% | +47.4% | +13.1% |
| 3M | +3.6% | -53.4% | +57.0% | +3.6% |
| 6M | +8.1% | -62.0% | +70.0% | +8.0% |
| YTD | +8.9% | -49.1% | +58.0% | +8.5% |
| 1Y | +20.3% | -53.1% | +73.5% | +19.9% |
| 3Y | +46.2% | +318.7% | -272.5% | +37.9% |
| All | +59.7% | +46.9% | +12.8% | +56.1% |
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