+5.8%
CAT vs WAT
+27.0%
-21.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.2% | +3.0% | +6.1% |
| 7D | -2.4% | +6.0% | -8.4% | -3.8% |
| 30D | -25.0% | +9.9% | -34.9% | -26.6% |
| 3M | -28.7% | +17.2% | -45.9% | -31.4% |
| 6M | -33.0% | +34.2% | -67.2% | -37.6% |
| YTD | +5.4% | +25.5% | -20.1% | -3.7% |
| All | +5.8% | +27.0% | -21.2% | -3.2% |
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