+214.2%
CAT vs WELL
+225.4%
-11.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +9.3% | +0.1% | +9.2% | +9.3% |
| 30D | -21.5% | +6.8% | -28.3% | -23.1% |
| 3M | -29.1% | +6.7% | -35.8% | -30.6% |
| 6M | -33.4% | +13.8% | -47.2% | -36.3% |
| YTD | +6.6% | +33.8% | -27.3% | -3.5% |
| 1Y | +6.5% | +29.6% | -23.1% | -2.6% |
| 3Y | +162.7% | +203.1% | -40.4% | +68.7% |
| 5Y | +214.2% | +223.8% | -9.6% | +97.5% |
| All | +214.2% | +225.4% | -11.1% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling