+96.8%
CAT vs WCN
-8.7%
+105.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -1.2% |
| 7D | +2.9% | -1.7% | +4.7% | +2.5% |
| 30D | -2.6% | -3.0% | +0.4% | -3.4% |
| 3M | -10.7% | +2.5% | -13.2% | -10.5% |
| 6M | +16.1% | -5.7% | +21.8% | +16.0% |
| YTD | +43.2% | -7.4% | +50.7% | +41.2% |
| 1Y | +96.8% | -8.6% | +105.4% | +100.5% |
| All | +96.8% | -8.7% | +105.6% | +100.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling