+712.5%
CAT vs WCN
+302.6%
+409.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.9% |
| 30D | -25.0% | +24.6% | -49.6% | -32.1% |
| 3M | -28.7% | +14.2% | -42.9% | -33.1% |
| 6M | -33.0% | +25.7% | -58.7% | -40.4% |
| YTD | +5.4% | +9.3% | -3.9% | -0.4% |
| 1Y | +7.3% | +15.3% | -8.1% | -1.5% |
| 3Y | +166.0% | +48.6% | +117.5% | +104.1% |
| 5Y | +210.1% | +46.9% | +163.2% | +134.9% |
| 10Y | +712.5% | +298.1% | +414.4% | +278.4% |
| All | +712.5% | +302.6% | +409.9% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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