+665.5%
CAT vs W
+214.9%
+450.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.2% | +1.9% | -5.5% |
| 7D | -14.5% | -5.6% | -8.9% | -14.0% |
| 30D | -35.7% | +7.5% | -43.2% | -36.4% |
| 3M | -36.3% | +5.4% | -41.7% | -36.9% |
| 6M | -38.5% | +79.4% | -117.9% | -43.2% |
| YTD | -2.5% | +12.9% | -15.5% | -5.9% |
| 1Y | -1.9% | +12.4% | -14.3% | -5.5% |
| 3Y | +139.2% | +128.5% | +10.7% | +104.2% |
| 5Y | +192.1% | -54.0% | +246.1% | +168.7% |
| 10Y | +732.3% | +248.8% | +483.5% | +461.4% |
| All | +665.5% | +214.9% | +450.6% | +424.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling