-51.2%
WU vs RCAT
+184.3%
-235.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.6% |
| 7D | -4.9% | -2.3% | -2.6% | -4.9% |
| 30D | -1.3% | -18.7% | +17.4% | -0.7% |
| 3M | -3.6% | -29.3% | +25.7% | -2.8% |
| 6M | -24.3% | -42.3% | +18.0% | -23.6% |
| YTD | -21.1% | +2.5% | -23.6% | -22.4% |
| 1Y | -10.3% | -5.7% | -4.6% | -12.1% |
| 3Y | -28.4% | +764.9% | -793.3% | -37.6% |
| 5Y | -51.2% | +182.3% | -233.5% | -56.4% |
| All | -51.2% | +184.3% | -235.5% | -56.4% |
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 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