+4,321.1%
WWD vs RCAT
-100.0%
+4,421.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.4% |
| 7D | +0.4% | -5.6% | +6.0% | +0.4% |
| 30D | -0.4% | -27.0% | +26.6% | -0.3% |
| 3M | -6.1% | -57.9% | +51.8% | -5.9% |
| 6M | -9.5% | -59.4% | +49.9% | -9.4% |
| YTD | +10.8% | -46.9% | +57.7% | +10.9% |
| 1Y | +23.5% | -54.0% | +77.6% | +23.6% |
| 3Y | +151.3% | +378.4% | -227.2% | +149.7% |
| 5Y | +187.8% | +61.9% | +125.9% | +186.3% |
| 10Y | +461.1% | -99.6% | +560.7% | +448.2% |
| All | +4,321.1% | -100.0% | +4,421.1% | +3,843.5% |
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