-1.1%
CAT vs W
+10.8%
-12.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | -10.3% | -3.6% | -6.7% | -10.0% |
| 30D | -31.2% | +7.0% | -38.2% | -31.7% |
| 3M | -34.7% | +7.4% | -42.0% | -35.3% |
| 6M | -39.5% | +69.3% | -108.8% | -43.6% |
| YTD | -1.7% | +11.3% | -12.9% | -4.3% |
| 1Y | -1.1% | +13.2% | -14.3% | -4.0% |
| All | -1.1% | +10.8% | -12.0% | -4.0% |
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