+201.5%
CAT vs WFC
+132.3%
+69.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.3% |
| 7D | +1.7% | +3.8% | -2.1% | -0.1% |
| 30D | -6.6% | +1.5% | -8.0% | -7.3% |
| 3M | -13.3% | +10.9% | -24.2% | -17.9% |
| 6M | +11.6% | +8.4% | +3.2% | +6.6% |
| YTD | +42.9% | -1.9% | +44.8% | +43.3% |
| 1Y | +95.4% | +12.3% | +83.1% | +81.9% |
| All | +201.5% | +132.3% | +69.1% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling