+8.9%
CAT vs W
+21.5%
-12.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +11.0% | -16.2% | -6.1% |
| 7D | -17.1% | +8.4% | -25.5% | -17.7% |
| 30D | -30.1% | +16.5% | -46.6% | -31.2% |
| 3M | -32.4% | +6.4% | -38.8% | -32.9% |
| 6M | -32.1% | +90.5% | -122.7% | -37.5% |
| YTD | +4.1% | +23.1% | -19.0% | +0.4% |
| 1Y | +8.9% | +24.3% | -15.4% | +4.8% |
| All | +8.9% | +21.5% | -12.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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