+6.5%
CAT vs WCN
+15.9%
-9.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.9% |
| 7D | +9.3% | +1.2% | +8.1% | +9.7% |
| 30D | -21.5% | +26.4% | -47.9% | -16.6% |
| 3M | -29.1% | +17.5% | -46.6% | -25.6% |
| 6M | -33.4% | +28.7% | -62.1% | -30.4% |
| YTD | +6.6% | +11.5% | -5.0% | +14.5% |
| 1Y | +6.5% | +15.9% | -9.3% | +13.3% |
| All | +6.5% | +15.9% | -9.4% | +13.3% |
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