+1,947.0%
CAT vs WU
-19.6%
+1,966.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | +1.7% | -0.8% | +2.5% | +2.1% |
| 30D | -6.6% | -1.1% | -5.5% | -6.3% |
| 3M | -13.3% | -3.9% | -9.4% | -13.8% |
| 6M | +11.6% | -20.7% | +32.3% | +20.5% |
| YTD | +42.9% | -18.4% | +61.3% | +51.5% |
| 1Y | +95.4% | -8.1% | +103.5% | +93.7% |
| 3Y | +196.6% | -24.2% | +220.7% | +214.0% |
| 5Y | +321.7% | -50.4% | +372.1% | +432.4% |
| 10Y | +1,140.8% | -40.0% | +1,180.8% | +1,274.4% |
| All | +1,947.0% | -19.6% | +1,966.6% | +1,627.2% |
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