+1,157.1%
CAT vs GWW
+553.5%
+603.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | -2.6% | -1.4% | -1.2% | -2.0% |
| 3M | -10.7% | -3.6% | -7.0% | -9.3% |
| 6M | +16.1% | +15.1% | +1.0% | +7.7% |
| YTD | +43.2% | +27.5% | +15.8% | +25.9% |
| 1Y | +96.8% | +29.6% | +67.2% | +71.4% |
| 3Y | +201.4% | +90.1% | +111.3% | +116.8% |
| 5Y | +332.7% | +222.6% | +110.1% | +135.7% |
| 10Y | +1,157.1% | +566.5% | +590.6% | +436.7% |
| All | +1,157.1% | +553.5% | +603.6% | +436.7% |
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