+1,264.8%
WM vs RCAT
-100.0%
+1,364.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | -2.4% | -3.3% | +1.0% | -2.4% |
| 3M | +0.4% | -43.2% | +43.6% | +0.5% |
| 6M | -9.5% | -43.2% | +33.7% | -9.5% |
| YTD | +0.5% | +5.5% | -5.0% | +0.4% |
| 1Y | -1.1% | -1.6% | +0.6% | -1.2% |
| 3Y | +46.0% | +773.7% | -727.7% | +45.4% |
| 5Y | +51.8% | +187.6% | -135.8% | +51.2% |
| 10Y | +307.5% | -98.5% | +406.0% | +301.4% |
| All | +1,264.8% | -100.0% | +1,364.8% | +1,277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling