+324.5%
WST vs RCAT
-98.4%
+422.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.7% |
| 7D | -0.3% | +5.4% | -5.7% | -0.3% |
| 30D | -4.6% | -5.6% | +1.0% | -4.6% |
| 3M | +5.7% | -30.2% | +35.9% | +5.8% |
| 6M | +37.6% | -43.4% | +81.0% | +37.7% |
| YTD | +23.0% | +9.6% | +13.4% | +22.8% |
| 1Y | +33.8% | -2.0% | +35.8% | +33.5% |
| 3Y | -13.4% | +825.0% | -838.4% | -14.6% |
| 5Y | -27.0% | +199.8% | -226.8% | -27.9% |
| 10Y | +324.5% | -98.4% | +422.9% | +269.1% |
| All | +324.5% | -98.4% | +422.9% | +269.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling