+96.3%
CAT vs WWD
+40.3%
+56.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +2.0% |
| 7D | +5.6% | +0.8% | +4.8% | +5.1% |
| 30D | -2.3% | -6.4% | +4.1% | +0.7% |
| 3M | -10.0% | -5.6% | -4.4% | -7.5% |
| 6M | +21.2% | -9.1% | +30.3% | +25.8% |
| YTD | +44.4% | +12.5% | +31.9% | +39.5% |
| 1Y | +96.3% | +41.3% | +55.0% | +79.6% |
| All | +96.3% | +40.3% | +56.0% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WWD 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling