+201.5%
CAT vs WST
-15.6%
+217.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | -6.6% | -3.1% | -3.4% | -6.2% |
| 3M | -13.3% | +7.2% | -20.5% | -14.2% |
| 6M | +11.6% | +36.8% | -25.2% | +6.6% |
| YTD | +42.9% | +23.8% | +19.1% | +38.0% |
| 1Y | +95.4% | +37.8% | +57.7% | +86.0% |
| All | +201.5% | -15.6% | +217.1% | +202.9% |
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 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