+5,498.3%
CAT vs WTW
+1,174.9%
+4,323.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +2.5% |
| 7D | +1.7% | -2.6% | +4.3% | +2.7% |
| 30D | -6.6% | -1.0% | -5.6% | -6.4% |
| 3M | -13.3% | +29.9% | -43.2% | -22.7% |
| 6M | +11.6% | +10.7% | +0.9% | +4.7% |
| YTD | +42.9% | +2.6% | +40.4% | +37.2% |
| 1Y | +95.4% | +2.8% | +92.7% | +86.7% |
| 3Y | +196.6% | +67.3% | +129.3% | +126.4% |
| 5Y | +321.7% | +56.6% | +265.0% | +227.3% |
| 10Y | +1,140.8% | +204.1% | +936.7% | +608.4% |
| All | +5,498.3% | +1,174.9% | +4,323.4% | +2,448.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling