-1.3%
WMT vs RCAT
-58.1%
+56.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.2% |
| 7D | -2.7% | +7.2% | -10.0% | -2.0% |
| 30D | +11.1% | -20.4% | +31.5% | +10.1% |
| 3M | +11.2% | -59.8% | +71.0% | +6.7% |
| 6M | -1.3% | -61.9% | +60.6% | -4.4% |
| All | -1.3% | -58.1% | +56.8% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling