+695.3%
CAT vs W
+211.1%
+484.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.9% |
| 7D | +9.3% | -1.7% | +11.0% | +9.6% |
| 30D | -21.5% | +3.2% | -24.7% | -22.0% |
| 3M | -29.1% | +8.3% | -37.4% | -30.1% |
| 6M | -33.4% | +84.3% | -117.7% | -38.9% |
| YTD | +6.6% | +11.0% | -4.5% | +2.9% |
| 1Y | +6.5% | -0.2% | +6.7% | +3.9% |
| 3Y | +162.7% | +157.9% | +4.7% | +118.7% |
| 5Y | +214.2% | -56.8% | +271.0% | +191.0% |
| All | +695.3% | +211.1% | +484.2% | +388.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling