+639.3%
CAT vs WBD
-12.6%
+651.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -2.5% | +1.0% | -3.4% | -2.7% |
| 30D | +12.5% | +26.7% | -14.3% | +7.1% |
| 3M | +35.4% | +91.1% | -55.8% | +16.7% |
| 6M | +77.0% | +164.8% | -87.9% | +42.1% |
| YTD | +57.6% | +114.5% | -56.9% | +31.1% |
| 1Y | +40.0% | +141.9% | -101.9% | +13.1% |
| 3Y | +159.2% | +120.7% | +38.5% | +102.3% |
| 5Y | +283.9% | +8.3% | +275.6% | +192.2% |
| All | +639.3% | -12.6% | +651.9% | +494.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling