+158.9%
CAT vs WELL
+207.6%
-48.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | -24.6% | +7.8% | -32.3% | -25.0% |
| 3M | -28.5% | +10.2% | -38.7% | -29.1% |
| 6M | -34.8% | +16.4% | -51.2% | -36.0% |
| YTD | +5.9% | +35.2% | -29.3% | +2.1% |
| 1Y | +6.8% | +30.5% | -23.6% | +3.3% |
| All | +158.9% | +207.6% | -48.7% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling