+147.8%
WY vs RCAT
-100.0%
+247.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | -0.9% |
| 7D | -5.4% | +15.6% | -21.0% | -5.4% |
| 30D | +7.9% | -24.1% | +32.0% | +7.9% |
| 3M | -16.6% | -61.9% | +45.3% | -16.5% |
| 6M | -11.2% | -64.3% | +53.1% | -11.1% |
| YTD | -11.3% | -50.4% | +39.0% | -11.3% |
| 1Y | -5.5% | -54.0% | +48.5% | -5.5% |
| 3Y | -25.4% | +347.2% | -372.6% | -25.8% |
| 5Y | -32.4% | +45.7% | -78.1% | -32.6% |
| 10Y | +3.8% | -99.7% | +103.5% | +3.0% |
| All | +147.8% | -100.0% | +247.8% | +170.9% |
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