+158.3%
CAT vs WEC
+64.2%
+94.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -0.9% |
| 7D | +7.4% | +2.3% | +5.1% | +7.4% |
| 30D | -19.7% | +11.1% | -30.7% | -20.2% |
| 3M | -29.6% | +8.4% | -38.0% | -30.0% |
| 6M | -33.2% | +7.5% | -40.7% | -33.6% |
| YTD | +5.7% | +15.3% | -9.7% | +4.9% |
| 1Y | +9.3% | +9.7% | -0.4% | +8.9% |
| 3Y | +158.3% | +64.7% | +93.7% | +145.5% |
| All | +158.3% | +64.2% | +94.1% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling