+4,481.1%
WWD vs RCAT
-100.0%
+4,581.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.1% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | -7.2% | -3.3% | -3.8% | -7.2% |
| 3M | -3.8% | -43.2% | +39.4% | -3.7% |
| 6M | -9.9% | -43.2% | +33.3% | -9.8% |
| YTD | +14.8% | +5.5% | +9.3% | +14.7% |
| 1Y | +42.1% | -1.6% | +43.7% | +41.9% |
| 3Y | +170.8% | +773.7% | -602.9% | +168.7% |
| 5Y | +197.5% | +187.6% | +9.9% | +195.4% |
| 10Y | +477.8% | -98.5% | +576.3% | +463.1% |
| All | +4,481.1% | -100.0% | +4,581.1% | +3,979.5% |
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