+718.0%
CAT vs SW
+185.4%
+532.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -6.2% |
| 7D | -14.5% | +4.7% | -19.1% | -15.0% |
| 30D | -35.7% | +5.0% | -40.7% | -36.2% |
| 3M | -36.3% | -7.3% | -29.0% | -35.8% |
| 6M | -38.5% | +15.0% | -53.5% | -39.9% |
| YTD | -2.5% | +18.5% | -21.1% | -5.3% |
| 1Y | -1.9% | +27.1% | -29.0% | -5.5% |
| 3Y | +139.2% | +49.3% | +89.9% | +125.0% |
| 5Y | +192.1% | -1.6% | +193.8% | +178.4% |
| All | +718.0% | +185.4% | +532.6% | +589.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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