+158.9%
CAT vs WEC
+62.7%
+96.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | +1.7% | -0.5% | +2.3% | +1.7% |
| 30D | -24.6% | +12.0% | -36.5% | -25.2% |
| 3M | -28.5% | +11.1% | -39.6% | -29.1% |
| 6M | -34.8% | +6.0% | -40.8% | -35.1% |
| YTD | +5.9% | +14.3% | -8.4% | +5.2% |
| 1Y | +6.8% | +8.0% | -1.2% | +6.4% |
| All | +158.9% | +62.7% | +96.2% | +146.2% |
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