+54.2%
CAT vs WBD
+39.9%
+14.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +13.8% | -20.6% | -5.3% |
| 7D | -6.8% | +13.8% | -20.6% | -5.3% |
| 30D | -6.8% | +13.8% | -20.6% | -5.3% |
| 3M | -6.8% | +13.8% | -20.6% | -5.3% |
| 6M | +18.7% | +13.3% | +5.4% | +20.7% |
| YTD | +49.0% | +7.4% | +41.6% | +52.0% |
| All | +54.2% | +39.9% | +14.3% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling