+688.6%
CAT vs WST
+456.5%
+232.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.1% |
| 7D | +7.4% | +4.2% | +3.2% | +6.6% |
| 30D | -19.7% | +11.2% | -30.9% | -21.4% |
| 3M | -29.6% | +20.4% | -50.0% | -32.2% |
| 6M | -33.2% | +37.9% | -71.1% | -37.6% |
| YTD | +5.7% | +51.8% | -46.1% | -3.6% |
| 1Y | +9.3% | +56.6% | -47.3% | -0.9% |
| 3Y | +158.3% | +24.2% | +134.1% | +132.4% |
| 5Y | +211.6% | +0.7% | +210.9% | +190.5% |
| All | +688.6% | +456.5% | +232.1% | +282.6% |
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