+2,784.1%
CAT vs WBD
+330.6%
+2,453.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +14.2% | -19.5% | -9.4% |
| 7D | -5.3% | +14.2% | -19.5% | -9.4% |
| 30D | -5.3% | +14.2% | -19.5% | -9.4% |
| 3M | -5.3% | +14.2% | -19.5% | -9.4% |
| 6M | +18.7% | +13.3% | +5.4% | +13.8% |
| YTD | +49.0% | +7.4% | +41.6% | +45.0% |
| 1Y | +71.9% | +63.0% | +8.9% | +47.0% |
| 3Y | +239.2% | +206.7% | +32.5% | +117.9% |
| 5Y | +380.2% | +18.4% | +361.8% | +281.2% |
| 10Y | +1,081.2% | +11.8% | +1,069.4% | +702.4% |
| All | +2,784.1% | +330.6% | +2,453.5% | +889.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling