+197.8%
WWD vs RCAT
+183.7%
+14.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.2% |
| 7D | +1.3% | -1.4% | +2.7% | +1.4% |
| 30D | -7.2% | -3.3% | -3.8% | -7.1% |
| 3M | -3.8% | -43.2% | +39.4% | -1.5% |
| 6M | -9.9% | -43.2% | +33.3% | -8.5% |
| YTD | +14.8% | +5.5% | +9.3% | +12.4% |
| 1Y | +42.1% | -1.6% | +43.7% | +38.5% |
| 3Y | +170.8% | +773.7% | -602.9% | +132.2% |
| All | +197.8% | +183.7% | +14.1% | +159.1% |
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