+183.3%
CAT vs W
-54.5%
+237.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -10.3% | -3.6% | -6.7% | -10.0% |
| 30D | -31.2% | +7.0% | -38.2% | -31.9% |
| 3M | -34.7% | +7.4% | -42.0% | -35.5% |
| 6M | -39.5% | +69.3% | -108.8% | -43.9% |
| YTD | -1.7% | +11.3% | -12.9% | -5.0% |
| 1Y | -1.1% | +13.2% | -14.3% | -5.0% |
| 3Y | +143.9% | +142.0% | +1.8% | +105.1% |
| All | +183.3% | -54.5% | +237.8% | +131.6% |
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