+1,409.7%
CAT vs WU
-20.5%
+1,430.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.5% | +7.3% |
| 7D | -2.4% | +9.1% | -11.5% | -6.6% |
| 30D | -25.0% | +12.1% | -37.1% | -29.4% |
| 3M | -28.7% | +0.3% | -29.1% | -29.9% |
| 6M | -33.0% | -19.1% | -13.8% | -28.9% |
| YTD | +5.4% | -19.2% | +24.7% | +10.9% |
| 1Y | +7.3% | -15.3% | +22.5% | +10.0% |
| 3Y | +166.0% | -21.3% | +187.4% | +174.5% |
| 5Y | +210.1% | -41.7% | +251.8% | +256.8% |
| 10Y | +712.5% | -36.0% | +748.5% | +761.7% |
| All | +1,409.7% | -20.5% | +1,430.2% | +1,164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling