-2.3%
WMT vs RCAT
-59.7%
+57.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.3% |
| 7D | +2.0% | -5.9% | +8.0% | +1.7% |
| 30D | +10.3% | -19.7% | +29.9% | +9.2% |
| 3M | +11.0% | -62.9% | +73.8% | +6.1% |
| 6M | -2.3% | -59.6% | +57.2% | -5.4% |
| All | -2.3% | -59.7% | +57.4% | -5.4% |
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