+143.9%
CAT vs W
+123.5%
+20.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -10.3% | -3.6% | -6.7% | -9.9% |
| 30D | -31.2% | +7.0% | -38.2% | -32.2% |
| 3M | -34.7% | +7.4% | -42.0% | -35.8% |
| 6M | -39.5% | +69.3% | -108.8% | -45.7% |
| YTD | -1.7% | +11.3% | -12.9% | -6.3% |
| 1Y | -1.1% | +13.2% | -14.3% | -6.5% |
| 3Y | +143.9% | +142.0% | +1.8% | +85.9% |
| All | +143.9% | +123.5% | +20.4% | +85.9% |
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