+700.3%
CAT vs WCC
+453.1%
+247.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +1.5% |
| 7D | +1.7% | +3.3% | -1.6% | +0.4% |
| 30D | -24.6% | -9.4% | -15.1% | -21.7% |
| 3M | -28.5% | -10.5% | -18.0% | -25.5% |
| 6M | -34.8% | -10.4% | -24.4% | -32.1% |
| YTD | +5.9% | +34.4% | -28.5% | -6.2% |
| 1Y | +6.8% | +27.7% | -20.8% | -3.5% |
| 3Y | +161.1% | +137.9% | +23.1% | +75.3% |
| 5Y | +213.4% | +147.0% | +66.4% | +96.1% |
| 10Y | +700.3% | +442.5% | +257.9% | +260.5% |
| All | +700.3% | +453.1% | +247.2% | +260.5% |
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