+725.3%
CAT vs WELL
+423.1%
+302.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -10.3% | +4.4% | -14.7% | -11.4% |
| 30D | -31.2% | +10.8% | -42.0% | -33.3% |
| 3M | -34.7% | +4.2% | -38.9% | -35.6% |
| 6M | -39.5% | +14.0% | -53.5% | -42.1% |
| YTD | -1.7% | +33.4% | -35.1% | -10.0% |
| 1Y | -1.1% | +32.4% | -33.5% | -9.5% |
| 3Y | +143.9% | +194.7% | -50.9% | +74.5% |
| 5Y | +194.8% | +226.5% | -31.7% | +102.9% |
| All | +725.3% | +423.1% | +302.2% | +410.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling