+149.8%
WY vs RCAT
-100.0%
+249.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.1% | -2.4% |
| 7D | +0.2% | -5.6% | +5.8% | +0.2% |
| 30D | +8.0% | -27.0% | +35.0% | +8.1% |
| 3M | -17.7% | -57.9% | +40.2% | -17.6% |
| 6M | -10.8% | -59.4% | +48.6% | -10.7% |
| YTD | -10.6% | -46.9% | +36.3% | -10.6% |
| 1Y | -5.7% | -54.0% | +48.3% | -5.7% |
| 3Y | -24.8% | +378.4% | -403.2% | -25.1% |
| 5Y | -31.7% | +61.9% | -93.7% | -32.0% |
| 10Y | +2.9% | -99.6% | +102.5% | +2.2% |
| All | +149.8% | -100.0% | +249.8% | +173.1% |
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 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