+17,564.5%
CAT vs WEC
+4,455.0%
+13,109.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.5% | -6.4% |
| 7D | -14.5% | +3.2% | -17.7% | -15.6% |
| 30D | -35.7% | +14.7% | -50.4% | -39.2% |
| 3M | -36.3% | +10.2% | -46.5% | -38.9% |
| 6M | -38.5% | +4.5% | -43.0% | -40.0% |
| YTD | -2.5% | +15.1% | -17.6% | -8.2% |
| 1Y | -1.9% | +9.4% | -11.3% | -5.9% |
| 3Y | +139.2% | +56.9% | +82.3% | +96.5% |
| 5Y | +192.1% | +54.4% | +137.7% | +137.9% |
| 10Y | +732.3% | +183.5% | +548.8% | +396.9% |
| All | +17,564.5% | +4,455.0% | +13,109.5% | +3,446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling