+688.6%
CAT vs WTW
+218.5%
+470.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.5% |
| 7D | +7.4% | +2.0% | +5.5% | +6.7% |
| 30D | -19.7% | +12.9% | -32.5% | -23.1% |
| 3M | -29.6% | +0.7% | -30.3% | -30.2% |
| 6M | -33.2% | +39.5% | -72.7% | -41.7% |
| YTD | +5.7% | +3.1% | +2.6% | +2.0% |
| 1Y | +9.3% | +4.8% | +4.6% | +4.7% |
| 3Y | +158.3% | +42.9% | +115.4% | +109.7% |
| 5Y | +211.6% | +55.3% | +156.3% | +137.7% |
| All | +688.6% | +218.5% | +470.1% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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