+326.0%
CAT vs W
-63.2%
+389.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.4% |
| 7D | +1.7% | -4.2% | +5.9% | +2.2% |
| 30D | -6.6% | -7.6% | +1.0% | -5.8% |
| 3M | -13.3% | +37.2% | -50.5% | -17.2% |
| 6M | +11.6% | +26.3% | -14.7% | +7.0% |
| YTD | +42.9% | -1.0% | +43.9% | +40.4% |
| 1Y | +95.4% | +20.1% | +75.4% | +86.1% |
| 3Y | +196.6% | +37.8% | +158.8% | +161.8% |
| All | +326.0% | -63.2% | +389.2% | +279.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling