+183.3%
CAT vs WCN
+45.6%
+137.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -10.3% | +2.9% | -13.2% | -10.6% |
| 30D | -31.2% | +22.1% | -53.3% | -33.4% |
| 3M | -34.7% | +13.2% | -47.8% | -35.9% |
| 6M | -39.5% | +23.7% | -63.2% | -42.1% |
| YTD | -1.7% | +8.7% | -10.4% | -2.8% |
| 1Y | -1.1% | +15.3% | -16.5% | -4.0% |
| 3Y | +143.9% | +46.0% | +97.8% | +108.5% |
| All | +183.3% | +45.6% | +137.6% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling