-39.4%
WU vs RCAT
-99.8%
+60.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.0% |
| 7D | +2.1% | +7.2% | -5.1% | +2.1% |
| 30D | +10.1% | -20.4% | +30.6% | +10.2% |
| 3M | -1.1% | -59.8% | +58.6% | -0.8% |
| 6M | -19.8% | -61.9% | +42.1% | -19.5% |
| YTD | -20.8% | -45.9% | +25.1% | -20.7% |
| 1Y | -15.1% | -50.5% | +35.4% | -15.1% |
| 3Y | -23.2% | +387.5% | -410.7% | -24.1% |
| 5Y | -42.6% | +70.9% | -113.5% | -43.2% |
| All | -39.4% | -99.8% | +60.4% | -39.7% |
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