+688.6%
CAT vs NWSA
+148.1%
+540.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.9% |
| 7D | +7.4% | +2.2% | +5.2% | +6.5% |
| 30D | -19.7% | -8.8% | -10.9% | -17.1% |
| 3M | -29.6% | -6.5% | -23.1% | -28.4% |
| 6M | -33.2% | +1.5% | -34.7% | -35.2% |
| YTD | +5.7% | +4.0% | +1.6% | +0.3% |
| 1Y | +9.3% | +3.4% | +5.9% | +4.0% |
| 3Y | +158.3% | +34.8% | +123.5% | +115.6% |
| 5Y | +211.6% | +18.4% | +193.2% | +167.5% |
| All | +688.6% | +148.1% | +540.5% | +336.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling