+326.0%
CAT vs WAB
+222.7%
+103.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | +1.7% | -3.2% | +4.9% | +4.3% |
| 30D | -6.6% | -4.4% | -2.1% | -3.2% |
| 3M | -13.3% | +7.9% | -21.2% | -18.3% |
| 6M | +11.6% | +8.7% | +2.9% | +5.0% |
| YTD | +42.9% | +33.0% | +10.0% | +16.3% |
| 1Y | +95.4% | +46.7% | +48.8% | +48.0% |
| 3Y | +196.6% | +153.0% | +43.6% | +48.7% |
| All | +326.0% | +222.7% | +103.3% | +73.0% |
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