+6.2%
WMT vs RCAT
-7.4%
+13.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -2.5% | -5.4% | +2.9% | -2.5% |
| 30D | -6.4% | -24.2% | +17.8% | -6.7% |
| 3M | -12.1% | -25.8% | +13.7% | -12.2% |
| 6M | -15.0% | -44.9% | +30.0% | -15.0% |
| YTD | -4.5% | +1.9% | -6.4% | -4.6% |
| 1Y | +6.2% | -5.2% | +11.3% | +5.1% |
| All | +6.2% | -7.4% | +13.6% | +5.1% |
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 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