+5.8%
CAT vs W
+8.7%
-2.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.6% | +2.6% | +6.8% |
| 7D | -2.4% | +3.3% | -5.7% | -2.7% |
| 30D | -25.0% | +10.5% | -35.5% | -25.8% |
| 3M | -28.7% | +9.6% | -38.4% | -29.6% |
| 6M | -33.0% | +76.4% | -109.4% | -38.0% |
| YTD | +5.4% | +16.4% | -11.0% | +2.4% |
| All | +5.8% | +8.7% | -2.9% | +3.3% |
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