+96.3%
CAT vs WAB
+47.5%
+48.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.5% |
| 7D | +5.6% | +1.7% | +3.9% | +4.0% |
| 30D | -2.3% | -2.4% | +0.1% | 0.0% |
| 3M | -10.0% | +9.7% | -19.7% | -17.7% |
| 6M | +21.2% | +16.5% | +4.7% | +4.7% |
| YTD | +44.4% | +33.7% | +10.7% | +11.8% |
| 1Y | +96.3% | +49.7% | +46.6% | +43.5% |
| All | +96.3% | +47.5% | +48.8% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling