+3,752.3%
CAT vs WCN
+7,873.9%
-4,121.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | -10.3% | +2.9% | -13.2% | -11.0% |
| 30D | -31.2% | +22.1% | -53.3% | -34.9% |
| 3M | -34.7% | +13.2% | -47.8% | -37.0% |
| 6M | -39.5% | +23.7% | -63.2% | -43.3% |
| YTD | -1.7% | +8.7% | -10.4% | -5.1% |
| 1Y | -1.1% | +15.3% | -16.5% | -6.1% |
| 3Y | +143.9% | +46.0% | +97.8% | +115.7% |
| 5Y | +194.8% | +45.9% | +148.9% | +159.6% |
| 10Y | +739.8% | +311.1% | +428.7% | +477.9% |
| All | +3,752.3% | +7,873.9% | -4,121.6% | +1,731.3% |
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 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