+11,054.1%
CAT vs WAB
+4,092.2%
+6,961.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +1.7% | -3.2% | +4.9% | +3.0% |
| 30D | -6.6% | -4.4% | -2.1% | -4.8% |
| 3M | -13.3% | +7.9% | -21.2% | -15.8% |
| 6M | +11.6% | +8.7% | +2.9% | +8.5% |
| YTD | +42.9% | +33.0% | +10.0% | +28.5% |
| 1Y | +95.4% | +46.7% | +48.8% | +69.2% |
| 3Y | +196.6% | +153.0% | +43.6% | +108.2% |
| 5Y | +321.7% | +222.3% | +99.4% | +170.8% |
| 10Y | +1,140.8% | +291.0% | +849.8% | +612.6% |
| All | +11,054.1% | +4,092.2% | +6,961.8% | +3,485.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling