+216.6%
CAT vs WST
-0.3%
+216.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +9.3% | +4.9% | +4.5% | +8.6% |
| 30D | -21.5% | +10.7% | -32.2% | -22.6% |
| 3M | -29.1% | +16.8% | -45.9% | -30.6% |
| 6M | -33.4% | +32.0% | -65.3% | -36.0% |
| YTD | +6.6% | +49.9% | -43.4% | +0.2% |
| 1Y | +6.5% | +50.6% | -44.1% | 0.0% |
| 3Y | +162.7% | +21.4% | +141.3% | +144.5% |
| All | +216.6% | -0.3% | +216.9% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling