+712.5%
CAT vs WAB
+305.5%
+407.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.1% | +2.1% | +4.1% |
| 7D | -2.4% | +4.0% | -6.4% | -4.6% |
| 30D | -25.0% | +4.5% | -29.5% | -26.9% |
| 3M | -28.7% | +2.3% | -31.0% | -29.6% |
| 6M | -33.0% | +12.5% | -45.5% | -37.4% |
| YTD | +5.4% | +40.2% | -34.8% | -12.9% |
| 1Y | +7.3% | +45.2% | -38.0% | -13.2% |
| 3Y | +166.0% | +171.8% | -5.8% | +50.7% |
| 5Y | +210.1% | +217.6% | -7.5% | +60.3% |
| 10Y | +712.5% | +285.3% | +427.2% | +239.9% |
| All | +712.5% | +305.5% | +407.1% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling