+260.0%
WPM vs RCAT
+192.8%
+67.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.1% |
| 7D | +7.0% | +5.4% | +1.6% | +6.8% |
| 30D | +15.7% | -5.6% | +21.3% | +15.9% |
| 3M | +35.2% | -30.2% | +65.4% | +36.7% |
| 6M | +6.1% | -43.4% | +49.5% | +7.6% |
| YTD | +32.6% | +9.6% | +22.9% | +31.8% |
| 1Y | +46.9% | -2.0% | +48.9% | +45.9% |
| 3Y | +276.3% | +825.0% | -548.7% | +247.0% |
| 5Y | +260.0% | +199.8% | +60.2% | +232.5% |
| All | +260.0% | +192.8% | +67.2% | +232.5% |
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