+5,214.4%
WPM vs RCAT
-100.0%
+5,314.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.4% | +1.4% | -5.1% |
| 7D | +16.4% | -5.6% | +22.0% | +16.4% |
| 30D | -1.5% | -27.0% | +25.6% | -1.4% |
| 3M | +2.6% | -57.9% | +60.5% | +2.8% |
| 6M | -1.3% | -59.4% | +58.1% | -1.1% |
| YTD | +16.8% | -46.9% | +63.7% | +16.9% |
| 1Y | +34.1% | -54.0% | +88.2% | +34.3% |
| 3Y | +225.1% | +378.4% | -153.3% | +222.6% |
| 5Y | +234.5% | +61.9% | +172.6% | +232.3% |
| 10Y | +674.1% | -99.6% | +773.7% | +637.5% |
| All | +5,214.4% | -100.0% | +5,314.4% | +4,742.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling