+130.8%
WMT vs RCAT
+184.3%
-53.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.1% |
| 7D | -0.2% | -2.3% | +2.0% | -0.2% |
| 30D | -5.8% | -18.7% | +12.9% | -5.6% |
| 3M | -10.8% | -29.3% | +18.5% | -10.5% |
| 6M | -14.3% | -42.3% | +28.0% | -14.0% |
| YTD | -4.4% | +2.5% | -6.9% | -5.2% |
| 1Y | +4.3% | -5.7% | +10.0% | +3.2% |
| 3Y | +100.1% | +764.9% | -664.8% | +87.5% |
| 5Y | +130.8% | +182.3% | -51.5% | +116.1% |
| All | +130.8% | +184.3% | -53.4% | +116.1% |
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