+143.9%
CAT vs WST
+19.1%
+124.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -10.3% | -3.1% | -7.2% | -9.9% |
| 30D | -31.2% | +9.1% | -40.3% | -31.9% |
| 3M | -34.7% | +14.7% | -49.3% | -35.8% |
| 6M | -39.5% | +28.0% | -67.5% | -41.4% |
| YTD | -1.7% | +45.6% | -47.3% | -6.8% |
| 1Y | -1.1% | +45.7% | -46.8% | -6.3% |
| 3Y | +143.9% | +21.1% | +122.8% | +120.2% |
| All | +143.9% | +19.1% | +124.8% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling