-40.1%
WU vs RCAT
-99.8%
+59.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -1.2% |
| 7D | -5.3% | +15.6% | -20.8% | -5.3% |
| 30D | +9.0% | -24.1% | +33.1% | +9.1% |
| 3M | -3.6% | -61.9% | +58.3% | -3.2% |
| 6M | -19.4% | -64.3% | +44.9% | -19.1% |
| YTD | -21.7% | -50.4% | +28.7% | -21.6% |
| 1Y | -16.1% | -54.0% | +37.9% | -16.0% |
| 3Y | -24.1% | +347.2% | -371.3% | -25.0% |
| 5Y | -44.1% | +45.7% | -89.9% | -44.7% |
| All | -40.1% | -99.8% | +59.7% | -40.4% |
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 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