-0.1%
WST vs RCAT
+41.8%
-41.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.7% | +1.4% |
| 7D | +4.2% | -5.9% | +10.2% | +4.4% |
| 30D | +11.2% | -19.7% | +30.9% | +11.9% |
| 3M | +20.4% | -62.9% | +83.2% | +24.1% |
| 6M | +37.9% | -59.6% | +97.5% | +41.0% |
| YTD | +51.8% | -52.1% | +103.9% | +52.8% |
| 1Y | +56.6% | -50.9% | +107.5% | +57.2% |
| 3Y | +24.2% | +333.8% | -309.6% | +3.9% |
| All | -0.1% | +41.8% | -41.9% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling