+9.3%
CAT vs WAT
+20.2%
-10.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +7.4% | +0.6% | +6.9% | +7.3% |
| 30D | -19.7% | +5.4% | -25.1% | -20.6% |
| 3M | -29.6% | +11.3% | -40.9% | -31.3% |
| 6M | -33.2% | +37.4% | -70.6% | -38.1% |
| YTD | +5.7% | +21.2% | -15.5% | -2.6% |
| 1Y | +9.3% | +21.3% | -12.0% | +0.6% |
| All | +9.3% | +20.2% | -10.8% | +0.6% |
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