+183.3%
CAT vs WAB
+203.5%
-20.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -0.5% |
| 7D | -10.3% | +1.4% | -11.7% | -11.3% |
| 30D | -31.2% | +0.4% | -31.6% | -31.5% |
| 3M | -34.7% | -3.8% | -30.8% | -32.7% |
| 6M | -39.5% | +5.1% | -44.6% | -41.8% |
| YTD | -1.7% | +33.3% | -35.0% | -20.1% |
| 1Y | -1.1% | +39.8% | -40.9% | -22.4% |
| 3Y | +143.9% | +161.1% | -17.2% | +20.5% |
| All | +183.3% | +203.5% | -20.3% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling