+674.0%
CAT vs GWW
+663.6%
+10.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.3% |
| 7D | -6.3% | +5.5% | -11.9% | -9.0% |
| 30D | -26.8% | +14.4% | -41.2% | -31.9% |
| 3M | -30.0% | +13.7% | -43.8% | -34.8% |
| 6M | -34.6% | +20.1% | -54.7% | -40.8% |
| YTD | +2.9% | +47.1% | -44.2% | -16.2% |
| 1Y | +3.3% | +56.2% | -53.0% | -18.4% |
| 3Y | +153.7% | +90.5% | +63.2% | +81.3% |
| 5Y | +207.3% | +221.2% | -13.9% | +67.4% |
| 10Y | +674.0% | +648.4% | +25.6% | +226.4% |
| All | +674.0% | +663.6% | +10.4% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling