+712.5%
CAT vs WCC
+492.1%
+220.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.1% | -0.9% | +3.8% |
| 7D | -2.4% | -5.7% | +3.3% | -0.1% |
| 30D | -25.0% | -13.5% | -11.5% | -20.7% |
| 3M | -28.7% | -12.9% | -15.9% | -24.9% |
| 6M | -33.0% | -10.7% | -22.3% | -30.1% |
| YTD | +5.4% | +30.0% | -24.6% | -5.4% |
| 1Y | +7.3% | +24.7% | -17.4% | -2.1% |
| 3Y | +166.0% | +136.6% | +29.5% | +79.2% |
| 5Y | +210.1% | +143.9% | +66.2% | +95.2% |
| 10Y | +712.5% | +465.9% | +246.6% | +258.3% |
| All | +712.5% | +492.1% | +220.5% | +258.3% |
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