+213.9%
CAT vs WAB
+214.2%
-0.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.2% |
| 7D | +7.4% | +5.1% | +2.4% | +3.5% |
| 30D | -19.7% | +4.0% | -23.7% | -22.1% |
| 3M | -29.6% | +0.1% | -29.7% | -29.7% |
| 6M | -33.2% | +12.8% | -46.0% | -39.1% |
| YTD | +5.7% | +40.1% | -34.4% | -17.3% |
| 1Y | +9.3% | +46.4% | -37.0% | -17.1% |
| 3Y | +158.3% | +167.4% | -9.0% | +25.3% |
| All | +213.9% | +214.2% | -0.3% | +31.6% |
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