+327.9%
CAT vs WTW
+42.3%
+285.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +0.6% | -7.8% | +8.4% | +1.7% |
| 30D | -4.5% | -7.9% | +3.3% | -3.5% |
| 3M | -5.8% | +19.9% | -25.8% | -9.0% |
| 6M | +12.7% | +9.8% | +2.9% | +10.4% |
| YTD | +41.4% | -3.3% | +44.7% | +43.4% |
| 1Y | +92.1% | -3.3% | +95.4% | +94.1% |
| 3Y | +197.5% | +61.5% | +135.9% | +137.9% |
| 5Y | +327.9% | +42.6% | +285.3% | +248.1% |
| All | +327.9% | +42.3% | +285.6% | +248.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling