+22.7%
WST vs RCAT
+347.2%
-324.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | -0.2% |
| 7D | +4.9% | +15.6% | -10.7% | +4.5% |
| 30D | +10.7% | -24.1% | +34.8% | +11.1% |
| 3M | +16.8% | -61.9% | +78.7% | +18.5% |
| 6M | +32.0% | -64.3% | +96.3% | +33.6% |
| YTD | +49.9% | -50.4% | +100.3% | +50.5% |
| 1Y | +50.6% | -54.0% | +104.7% | +51.2% |
| All | +22.7% | +347.2% | -324.5% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling