+1,157.1%
CAT vs WCN
+235.4%
+921.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.3% |
| 7D | +2.9% | -1.7% | +4.7% | +3.7% |
| 30D | -2.6% | -3.0% | +0.4% | -1.4% |
| 3M | -10.7% | +2.5% | -13.2% | -12.6% |
| 6M | +16.1% | -5.7% | +21.8% | +17.7% |
| YTD | +43.2% | -7.4% | +50.7% | +46.1% |
| 1Y | +96.8% | -8.6% | +105.4% | +101.0% |
| 3Y | +201.4% | +19.4% | +182.0% | +156.9% |
| 5Y | +332.7% | +27.2% | +305.5% | +247.9% |
| 10Y | +1,157.1% | +238.5% | +918.6% | +491.0% |
| All | +1,157.1% | +235.4% | +921.7% | +491.0% |
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