+158.3%
CAT vs W
+161.9%
-3.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +7.4% | +0.2% | +7.3% | +7.4% |
| 30D | -19.7% | +6.8% | -26.5% | -20.8% |
| 3M | -29.6% | +10.7% | -40.3% | -31.2% |
| 6M | -33.2% | +86.3% | -119.5% | -41.0% |
| YTD | +5.7% | +11.5% | -5.8% | +0.7% |
| 1Y | +9.3% | +5.1% | +4.3% | +4.9% |
| 3Y | +158.3% | +171.0% | -12.7% | +94.3% |
| All | +158.3% | +161.9% | -3.6% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling