-21.9%
WU vs RCAT
-99.9%
+78.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | -1.1% | -3.3% | +2.2% | -1.1% |
| 3M | -3.9% | -43.2% | +39.4% | -3.8% |
| 6M | -20.7% | -43.2% | +22.5% | -20.6% |
| YTD | -18.4% | +5.5% | -23.9% | -18.4% |
| 1Y | -8.1% | -1.6% | -6.4% | -8.1% |
| 3Y | -24.2% | +773.7% | -797.9% | -24.4% |
| 5Y | -50.4% | +187.6% | -238.1% | -50.6% |
| 10Y | -40.0% | -98.5% | +58.4% | -40.3% |
| All | -21.9% | -99.9% | +78.0% | -14.3% |
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