+183.3%
CAT vs WAT
+32.4%
+150.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -10.3% | -1.1% | -9.2% | -10.0% |
| 30D | -31.2% | +5.0% | -36.2% | -32.2% |
| 3M | -34.7% | +14.5% | -49.1% | -37.4% |
| 6M | -39.5% | +30.9% | -70.4% | -44.6% |
| YTD | -1.7% | +20.5% | -22.1% | -8.6% |
| 1Y | -1.1% | +23.3% | -24.4% | -8.8% |
| 3Y | +143.9% | +81.5% | +62.4% | +93.1% |
| All | +183.3% | +32.4% | +150.9% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling