+50.5%
WPM vs RCAT
-7.9%
+58.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.9% |
| 7D | +3.9% | -2.3% | +6.2% | +4.1% |
| 30D | +17.7% | -18.7% | +36.4% | +20.6% |
| 3M | +39.4% | -29.3% | +68.7% | +44.1% |
| 6M | +6.4% | -42.3% | +48.7% | +11.2% |
| YTD | +34.0% | +2.5% | +31.5% | +31.8% |
| 1Y | +50.5% | -5.7% | +56.2% | +46.9% |
| All | +50.5% | -7.9% | +58.4% | +46.9% |
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