+5,499.2%
WPM vs RCAT
-100.0%
+5,599.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +11.4% | -5.8% | +5.6% |
| 7D | +20.8% | +1.1% | +19.7% | +20.8% |
| 30D | +3.8% | -22.0% | +25.8% | +3.9% |
| 3M | +7.4% | -51.1% | +58.5% | +7.6% |
| 6M | +4.0% | -56.6% | +60.6% | +4.2% |
| YTD | +23.0% | -43.3% | +66.3% | +23.2% |
| 1Y | +45.9% | -51.5% | +97.5% | +46.1% |
| 3Y | +242.9% | +411.4% | -168.4% | +240.2% |
| 5Y | +259.5% | +74.4% | +185.1% | +257.0% |
| 10Y | +577.7% | -99.6% | +677.3% | +545.6% |
| All | +5,499.2% | -100.0% | +5,599.1% | +5,001.1% |
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