+1,123.7%
CAT vs WTW
+197.9%
+925.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +0.6% | -7.8% | +8.4% | +3.3% |
| 30D | -4.5% | -7.9% | +3.3% | -2.1% |
| 3M | -5.8% | +19.9% | -25.8% | -12.6% |
| 6M | +12.7% | +9.8% | +2.9% | +6.8% |
| YTD | +41.4% | -3.3% | +44.7% | +40.1% |
| 1Y | +92.1% | -3.3% | +95.4% | +89.4% |
| 3Y | +197.5% | +61.5% | +135.9% | +125.0% |
| 5Y | +327.9% | +42.6% | +285.3% | +238.5% |
| All | +1,123.7% | +197.9% | +925.9% | +553.1% |
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