+3.8%
CAT vs WAT
+25.1%
-21.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.3% |
| 7D | -6.3% | +3.4% | -9.7% | -7.1% |
| 30D | -26.8% | +9.6% | -36.4% | -28.4% |
| 3M | -30.0% | +15.5% | -45.5% | -32.5% |
| 6M | -34.6% | +33.9% | -68.5% | -39.1% |
| YTD | +2.9% | +25.2% | -22.3% | -6.0% |
| All | +3.8% | +25.1% | -21.3% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling