+674.0%
CAT vs WAT
+228.2%
+445.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.3% |
| 7D | -6.3% | +3.4% | -9.7% | -7.5% |
| 30D | -26.8% | +9.6% | -36.4% | -29.5% |
| 3M | -30.0% | +15.5% | -45.5% | -34.2% |
| 6M | -34.6% | +33.9% | -68.5% | -42.4% |
| YTD | +2.9% | +25.2% | -22.3% | -8.1% |
| 1Y | +3.3% | +26.3% | -23.0% | -8.1% |
| 3Y | +153.7% | +85.8% | +67.9% | +80.6% |
| 5Y | +207.3% | +35.3% | +172.0% | +146.0% |
| 10Y | +674.0% | +231.8% | +442.2% | +273.3% |
| All | +674.0% | +228.2% | +445.8% | +273.3% |
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