+674.0%
CAT vs WST
+446.4%
+227.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -6.3% | +1.4% | -7.7% | -6.5% |
| 30D | -26.8% | +12.7% | -39.5% | -28.5% |
| 3M | -30.0% | +17.2% | -47.2% | -32.3% |
| 6M | -34.6% | +26.7% | -61.3% | -37.8% |
| YTD | +2.9% | +50.3% | -47.4% | -5.9% |
| 1Y | +3.3% | +50.2% | -47.0% | -5.6% |
| 3Y | +153.7% | +21.7% | +132.0% | +129.3% |
| 5Y | +207.3% | +2.0% | +205.3% | +184.8% |
| 10Y | +674.0% | +451.1% | +222.9% | +277.3% |
| All | +674.0% | +446.4% | +227.6% | +277.3% |
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