+201.7%
CAT vs WBD
+148.0%
+53.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.7% | -1.8% | +3.5% | +2.0% |
| 30D | -6.6% | +8.8% | -15.3% | -8.0% |
| 3M | -13.3% | +4.6% | -17.9% | -14.1% |
| 6M | +11.6% | +1.1% | +10.5% | +11.3% |
| YTD | +42.9% | -2.0% | +44.9% | +43.3% |
| 1Y | +95.4% | +140.0% | -44.6% | +63.7% |
| All | +201.7% | +148.0% | +53.6% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling