+96.8%
CAT vs WFC
+15.5%
+81.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.6% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | -2.6% | +2.5% | -5.1% | -3.7% |
| 3M | -10.7% | +10.0% | -20.7% | -14.4% |
| 6M | +16.1% | +15.1% | +1.1% | +8.7% |
| YTD | +43.2% | -2.2% | +45.4% | +43.6% |
| 1Y | +96.8% | +13.5% | +83.4% | +84.4% |
| All | +96.8% | +15.5% | +81.3% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling