+45.7%
WST vs RCAT
-56.7%
+102.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +18.6% | -16.8% | +1.1% |
| 7D | -3.1% | -12.7% | +9.6% | -2.8% |
| 30D | +9.1% | -34.3% | +43.4% | +10.5% |
| 3M | +14.7% | -53.4% | +68.1% | +17.4% |
| 6M | +28.0% | -62.0% | +90.0% | +31.0% |
| YTD | +45.6% | -49.1% | +94.7% | +42.6% |
| 1Y | +45.7% | -53.1% | +98.8% | +43.1% |
| All | +45.7% | -56.7% | +102.4% | +43.1% |
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 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