+6.8%
CAT vs WCC
+26.8%
-20.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +0.7% |
| 7D | +1.7% | +3.3% | -1.6% | -0.6% |
| 30D | -24.6% | -9.4% | -15.1% | -20.4% |
| 3M | -28.5% | -10.5% | -18.0% | -24.1% |
| 6M | -34.8% | -10.4% | -24.4% | -30.8% |
| YTD | +5.9% | +34.4% | -28.5% | -16.2% |
| 1Y | +6.8% | +27.7% | -20.8% | -12.1% |
| All | +6.8% | +26.8% | -20.0% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling