+203.9%
CAT vs GWW
+91.5%
+112.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +2.7% |
| 7D | +5.6% | -1.5% | +7.1% | +6.4% |
| 30D | -2.3% | +1.1% | -3.4% | -3.1% |
| 3M | -10.0% | -1.0% | -9.0% | -9.9% |
| 6M | +21.2% | +16.3% | +4.9% | +9.2% |
| YTD | +44.4% | +28.5% | +15.9% | +21.6% |
| 1Y | +96.3% | +30.3% | +66.0% | +63.6% |
| 3Y | +203.9% | +91.6% | +112.3% | +103.0% |
| All | +203.9% | +91.5% | +112.5% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling