+1,110.7%
CAT vs WST
+322.7%
+788.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | -6.6% | -3.1% | -3.4% | -6.0% |
| 3M | -13.3% | +7.2% | -20.5% | -14.7% |
| 6M | +11.6% | +36.8% | -25.2% | +4.3% |
| YTD | +42.9% | +23.8% | +19.1% | +36.0% |
| 1Y | +95.4% | +37.8% | +57.7% | +81.5% |
| 3Y | +196.6% | -15.9% | +212.5% | +191.6% |
| 5Y | +321.7% | -25.8% | +347.5% | +322.3% |
| All | +1,110.7% | +322.7% | +788.0% | +520.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling