+1,110.7%
CAT vs WAT
+161.1%
+949.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +1.7% | -1.3% | +3.0% | +2.2% |
| 30D | -6.6% | +2.3% | -8.9% | -7.5% |
| 3M | -13.3% | +8.7% | -22.0% | -16.4% |
| 6M | +11.6% | +28.3% | -16.7% | -0.4% |
| YTD | +42.9% | +7.8% | +35.2% | +35.9% |
| 1Y | +95.4% | +36.6% | +58.8% | +66.9% |
| 3Y | +196.6% | +45.7% | +150.9% | +134.7% |
| 5Y | +321.7% | -3.3% | +325.0% | +296.8% |
| All | +1,110.7% | +161.1% | +949.7% | +555.2% |
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