+1,126.0%
CAT vs WCC
+509.2%
+616.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.4% | 0.0% |
| 7D | +5.6% | +8.5% | -2.9% | +2.0% |
| 30D | -2.3% | -1.0% | -1.4% | -2.0% |
| 3M | -10.0% | +2.1% | -12.1% | -10.8% |
| 6M | +21.2% | +36.8% | -15.6% | +6.8% |
| YTD | +44.4% | +47.7% | -3.3% | +23.4% |
| 1Y | +96.3% | +66.5% | +29.8% | +59.5% |
| 3Y | +203.9% | +134.2% | +69.8% | +104.8% |
| 5Y | +333.5% | +231.6% | +101.9% | +140.7% |
| 10Y | +1,126.0% | +508.1% | +617.9% | +409.9% |
| All | +1,126.0% | +509.2% | +616.8% | +409.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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