+8,122.0%
WST vs RCAT
-100.0%
+8,221.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +18.6% | -16.8% | +1.9% |
| 7D | -3.1% | -12.7% | +9.6% | -3.1% |
| 30D | +9.1% | -34.3% | +43.4% | +9.1% |
| 3M | +14.7% | -53.4% | +68.1% | +14.6% |
| 6M | +28.0% | -62.0% | +90.0% | +27.9% |
| YTD | +45.6% | -49.1% | +94.7% | +45.6% |
| 1Y | +45.7% | -53.1% | +98.8% | +45.6% |
| 3Y | +21.1% | +318.7% | -297.6% | +21.5% |
| 5Y | +0.3% | +48.5% | -48.2% | +0.6% |
| 10Y | +449.0% | -99.6% | +548.7% | +472.1% |
| All | +8,122.0% | -100.0% | +8,221.9% | +10,443.2% |
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