-19.8%
WY vs RCAT
+184.3%
-204.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.3% |
| 7D | -1.7% | -2.3% | +0.6% | -1.6% |
| 30D | -9.9% | -18.7% | +8.8% | -9.4% |
| 3M | -7.5% | -29.3% | +21.8% | -6.8% |
| 6M | -5.1% | -42.3% | +37.2% | -4.4% |
| YTD | -2.1% | +2.5% | -4.6% | -3.7% |
| 1Y | -7.3% | -5.7% | -1.7% | -9.3% |
| 3Y | -22.6% | +764.9% | -787.5% | -32.8% |
| 5Y | -19.8% | +182.3% | -202.1% | -29.3% |
| All | -19.8% | +184.3% | -204.1% | -29.3% |
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 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