+1,157.1%
CAT vs WBD
+10.9%
+1,146.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +2.9% | -1.7% | +4.6% | +3.3% |
| 30D | -2.6% | +3.9% | -6.5% | -3.4% |
| 3M | -10.7% | +5.1% | -15.8% | -11.6% |
| 6M | +16.1% | +0.6% | +15.6% | +15.9% |
| YTD | +43.2% | -3.2% | +46.4% | +44.0% |
| 1Y | +96.8% | +127.7% | -30.8% | +63.7% |
| 3Y | +201.4% | +146.6% | +54.8% | +135.4% |
| 5Y | +332.7% | +4.2% | +328.5% | +284.6% |
| 10Y | +1,157.1% | +13.7% | +1,143.4% | +850.1% |
| All | +1,157.1% | +10.9% | +1,146.2% | +850.1% |
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