+4,038.0%
CAT vs WTW
+1,181.4%
+2,856.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.6% |
| 7D | +7.4% | +2.0% | +5.5% | +6.6% |
| 30D | -19.7% | +12.9% | -32.5% | -23.6% |
| 3M | -29.6% | +0.7% | -30.3% | -30.3% |
| 6M | -33.2% | +39.5% | -72.7% | -42.5% |
| YTD | +5.7% | +3.1% | +2.6% | +0.6% |
| 1Y | +9.3% | +4.8% | +4.6% | +3.3% |
| 3Y | +158.3% | +42.9% | +115.4% | +110.8% |
| 5Y | +211.6% | +55.3% | +156.3% | +141.8% |
| 10Y | +698.5% | +217.2% | +481.3% | +346.1% |
| All | +4,038.0% | +1,181.4% | +2,856.6% | +1,768.7% |
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