+8.9%
CAT vs NWSA
+18.2%
-9.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.7% | -9.0% | -3.6% |
| 7D | -17.1% | +4.3% | -21.4% | -15.5% |
| 30D | -30.1% | +5.6% | -35.7% | -28.3% |
| 3M | -32.4% | +7.3% | -39.6% | -29.9% |
| 6M | -32.1% | +18.8% | -51.0% | -26.2% |
| YTD | +4.1% | +17.9% | -13.8% | +14.1% |
| 1Y | +8.9% | +19.3% | -10.4% | +19.4% |
| All | +8.9% | +18.2% | -9.3% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling