+725.3%
CAT vs WAT
+227.3%
+498.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | -10.3% | -1.1% | -9.2% | -9.9% |
| 30D | -31.2% | +5.0% | -36.2% | -32.6% |
| 3M | -34.7% | +14.5% | -49.1% | -38.4% |
| 6M | -39.5% | +30.9% | -70.4% | -46.3% |
| YTD | -1.7% | +20.5% | -22.1% | -10.8% |
| 1Y | -1.1% | +23.3% | -24.4% | -11.3% |
| 3Y | +143.9% | +81.5% | +62.4% | +74.7% |
| 5Y | +194.8% | +33.4% | +161.4% | +136.2% |
| All | +725.3% | +227.3% | +498.0% | +298.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling