+3,931.2%
CAT vs WCN
+7,961.2%
-4,030.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -6.3% | +2.6% | -8.9% | -7.0% |
| 30D | -26.8% | +25.3% | -52.1% | -31.2% |
| 3M | -30.0% | +15.2% | -45.3% | -32.9% |
| 6M | -34.6% | +26.4% | -61.0% | -39.1% |
| YTD | +2.9% | +9.9% | -7.0% | -0.9% |
| 1Y | +3.3% | +16.2% | -12.9% | -2.1% |
| 3Y | +153.7% | +49.4% | +104.3% | +123.0% |
| 5Y | +207.3% | +46.2% | +161.1% | +170.6% |
| 10Y | +674.0% | +305.7% | +368.3% | +434.0% |
| All | +3,931.2% | +7,961.2% | -4,030.0% | +1,811.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling