+17,564.5%
CAT vs WST
+14,250.0%
+3,314.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -5.3% |
| 7D | -14.5% | -5.8% | -8.7% | -13.0% |
| 30D | -35.7% | +5.3% | -41.1% | -36.7% |
| 3M | -36.3% | +11.8% | -48.1% | -38.4% |
| 6M | -38.5% | +26.7% | -65.2% | -42.8% |
| YTD | -2.5% | +43.0% | -45.5% | -12.7% |
| 1Y | -1.9% | +38.9% | -40.8% | -11.5% |
| 3Y | +139.2% | +18.2% | +121.0% | +109.1% |
| 5Y | +192.1% | -1.5% | +193.7% | +160.5% |
| 10Y | +732.3% | +439.0% | +293.3% | +301.8% |
| All | +17,564.5% | +14,250.0% | +3,314.5% | +4,185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling