+3,527.8%
CAT vs WCC
+1,412.6%
+2,115.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | -10.3% | -14.7% | +4.4% | -5.6% |
| 30D | -31.2% | -20.1% | -11.1% | -26.2% |
| 3M | -34.7% | -21.2% | -13.5% | -29.6% |
| 6M | -39.5% | -19.2% | -20.3% | -35.2% |
| YTD | -1.7% | +20.2% | -21.9% | -7.2% |
| 1Y | -1.1% | +14.5% | -15.6% | -5.3% |
| 3Y | +143.9% | +115.1% | +28.7% | +84.7% |
| 5Y | +194.8% | +121.5% | +73.3% | +113.1% |
| 10Y | +739.8% | +468.1% | +271.7% | +321.0% |
| All | +3,527.8% | +1,412.6% | +2,115.2% | +1,107.0% |
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