+213.9%
CAT vs WCC
+139.9%
+74.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.1% |
| 7D | +7.4% | +9.9% | -2.5% | +3.0% |
| 30D | -19.7% | -8.4% | -11.2% | -16.9% |
| 3M | -29.6% | -10.3% | -19.3% | -26.6% |
| 6M | -33.2% | -10.5% | -22.7% | -30.3% |
| YTD | +5.7% | +32.2% | -26.5% | -5.9% |
| 1Y | +9.3% | +25.5% | -16.2% | -0.6% |
| 3Y | +158.3% | +134.7% | +23.6% | +75.0% |
| All | +213.9% | +139.9% | +74.0% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling