-34.8%
CAT vs WU
-20.7%
-14.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +2.5% |
| 7D | +1.7% | +2.1% | -0.4% | +2.1% |
| 30D | -24.6% | +10.1% | -34.7% | -23.7% |
| 3M | -28.5% | -1.1% | -27.3% | -28.0% |
| 6M | -34.8% | -19.8% | -15.0% | -37.1% |
| All | -34.8% | -20.7% | -14.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 6mo: compounded portfolio wealth divided by compounded WU 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…
6mo analysis · Full analysis span regression · 6 months rolling