+5,173.2%
CAT vs WCC
+1,713.7%
+3,459.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.1% | +0.5% |
| 7D | +1.7% | +4.5% | -2.8% | +0.3% |
| 30D | -6.6% | -5.8% | -0.8% | -4.7% |
| 3M | -13.3% | -3.7% | -9.6% | -12.1% |
| 6M | +11.6% | +23.1% | -11.4% | +4.6% |
| YTD | +42.9% | +44.2% | -1.2% | +27.5% |
| 1Y | +95.4% | +62.1% | +33.3% | +67.6% |
| 3Y | +196.6% | +121.1% | +75.5% | +122.3% |
| 5Y | +321.7% | +214.0% | +107.7% | +173.6% |
| 10Y | +1,140.8% | +472.8% | +668.0% | +516.5% |
| All | +5,173.2% | +1,713.7% | +3,459.5% | +1,558.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling