+428.1%
WMT vs RCAT
-98.5%
+526.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | 0.0% | -4.9% | +4.9% | 0.0% |
| 30D | -7.4% | -22.9% | +15.5% | -7.4% |
| 3M | -10.9% | -33.7% | +22.9% | -10.8% |
| 6M | -12.7% | -50.7% | +38.1% | -12.6% |
| YTD | -3.2% | +0.4% | -3.6% | -3.3% |
| 1Y | +5.3% | -27.6% | +32.9% | +5.2% |
| 3Y | +101.9% | +753.2% | -651.3% | +101.3% |
| 5Y | +134.6% | +183.3% | -48.7% | +133.9% |
| All | +428.1% | -98.5% | +526.6% | +426.1% |
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 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