+213.9%
CAT vs WFC
+90.3%
+123.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +7.4% | +2.5% | +4.9% | +6.2% |
| 30D | -19.7% | +7.0% | -26.7% | -22.4% |
| 3M | -29.6% | -1.8% | -27.8% | -29.2% |
| 6M | -33.2% | +18.4% | -51.6% | -39.0% |
| YTD | +5.7% | -5.6% | +11.3% | +7.6% |
| 1Y | +9.3% | +3.9% | +5.5% | +6.1% |
| 3Y | +158.3% | +126.3% | +32.0% | +68.1% |
| All | +213.9% | +90.3% | +123.7% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling