+175.0%
WWD vs RCAT
+46.9%
+128.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +18.6% | -15.2% | +2.3% |
| 7D | +4.2% | -12.7% | +16.9% | +4.8% |
| 30D | -2.1% | -34.3% | +32.2% | -0.1% |
| 3M | -13.2% | -53.4% | +40.2% | -9.9% |
| 6M | -16.9% | -62.0% | +45.1% | -13.5% |
| YTD | +5.2% | -49.1% | +54.3% | +6.7% |
| 1Y | +20.6% | -53.1% | +73.7% | +22.5% |
| 3Y | +146.3% | +318.7% | -172.3% | +117.1% |
| All | +175.0% | +46.9% | +128.1% | +158.9% |
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