+5,499.6%
CAT vs WCN
+6,839.3%
-1,339.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | -6.6% | +0.4% | -7.0% | -6.7% |
| 3M | -13.3% | +7.3% | -20.6% | -15.3% |
| 6M | +11.6% | -2.5% | +14.1% | +11.5% |
| YTD | +42.9% | -5.4% | +48.3% | +43.7% |
| 1Y | +95.4% | -8.5% | +103.9% | +97.7% |
| 3Y | +196.6% | +20.8% | +175.8% | +176.7% |
| 5Y | +321.7% | +30.0% | +291.6% | +284.3% |
| 10Y | +1,140.8% | +238.4% | +902.4% | +800.3% |
| All | +5,499.6% | +6,839.3% | -1,339.7% | +2,672.5% |
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 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