+19,095.1%
CAT vs GWW
+16,306.1%
+2,788.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.4% |
| 7D | +1.7% | 0.0% | +1.8% | +1.8% |
| 30D | -24.6% | +14.0% | -38.5% | -29.8% |
| 3M | -28.5% | +14.4% | -42.9% | -33.7% |
| 6M | -34.8% | +21.7% | -56.5% | -41.6% |
| YTD | +5.9% | +48.4% | -42.5% | -14.5% |
| 1Y | +6.8% | +58.4% | -51.6% | -16.6% |
| 3Y | +161.1% | +92.3% | +68.8% | +83.6% |
| 5Y | +213.4% | +221.8% | -8.4% | +65.9% |
| 10Y | +700.3% | +657.6% | +42.8% | +157.4% |
| All | +19,095.1% | +16,306.1% | +2,788.9% | +1,376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling