+178.8%
WY vs RCAT
-100.0%
+278.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | -10.1% | -3.3% | -6.7% | -10.1% |
| 3M | -5.1% | -43.2% | +38.1% | -5.1% |
| 6M | -4.8% | -43.2% | +38.4% | -4.7% |
| YTD | -0.2% | +5.5% | -5.8% | -0.3% |
| 1Y | -6.6% | -1.6% | -5.0% | -6.7% |
| 3Y | -22.7% | +773.7% | -796.4% | -23.2% |
| 5Y | -22.2% | +187.6% | -209.8% | -22.6% |
| 10Y | +7.3% | -98.5% | +105.7% | +6.4% |
| All | +178.8% | -100.0% | +278.8% | +204.5% |
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