+700.3%
CAT vs W
+224.5%
+475.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.7% |
| 7D | +1.7% | -7.4% | +9.1% | +2.7% |
| 30D | -24.6% | +7.8% | -32.4% | -25.4% |
| 3M | -28.5% | +10.9% | -39.4% | -29.7% |
| 6M | -34.8% | +86.4% | -121.2% | -40.3% |
| YTD | +5.9% | +14.0% | -8.1% | +1.9% |
| 1Y | +6.8% | +3.5% | +3.3% | +3.8% |
| 3Y | +161.1% | +164.8% | -3.7% | +116.8% |
| 5Y | +213.4% | -53.1% | +266.5% | +187.4% |
| 10Y | +700.3% | +220.4% | +479.9% | +388.8% |
| All | +700.3% | +224.5% | +475.8% | +388.8% |
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 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