+19,008.0%
CAT vs GWW
+15,849.7%
+3,158.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.0% |
| 7D | -2.4% | +5.1% | -7.5% | -5.1% |
| 30D | -25.0% | +12.2% | -37.2% | -29.7% |
| 3M | -28.7% | +13.5% | -42.3% | -33.7% |
| 6M | -33.0% | +17.8% | -50.8% | -38.9% |
| YTD | +5.4% | +44.3% | -38.9% | -13.7% |
| 1Y | +7.3% | +52.8% | -45.6% | -14.7% |
| 3Y | +166.0% | +89.9% | +76.1% | +88.3% |
| 5Y | +210.1% | +214.5% | -4.4% | +66.1% |
| 10Y | +712.5% | +657.6% | +54.9% | +161.3% |
| All | +19,008.0% | +15,849.7% | +3,158.3% | +1,391.4% |
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