+214.2%
CAT vs WAT
+31.1%
+183.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +1.2% |
| 7D | +9.3% | +2.0% | +7.3% | +8.7% |
| 30D | -21.5% | +7.7% | -29.2% | -23.2% |
| 3M | -29.1% | +11.1% | -40.2% | -31.4% |
| 6M | -33.4% | +31.2% | -64.6% | -39.0% |
| YTD | +6.6% | +21.7% | -15.1% | -1.3% |
| 1Y | +6.5% | +19.3% | -12.8% | -0.6% |
| 3Y | +162.7% | +80.6% | +82.1% | +108.5% |
| 5Y | +214.2% | +29.5% | +184.7% | +168.4% |
| All | +214.2% | +31.1% | +183.1% | +168.4% |
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