+712.5%
CAT vs WWD
+494.7%
+217.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.9% | +2.3% | +4.8% |
| 7D | -2.4% | +4.2% | -6.6% | -4.2% |
| 30D | -25.0% | -0.8% | -24.2% | -24.9% |
| 3M | -28.7% | -8.2% | -20.5% | -25.9% |
| 6M | -33.0% | -9.8% | -23.1% | -30.0% |
| YTD | +5.4% | +10.4% | -5.0% | -0.6% |
| 1Y | +7.3% | +25.5% | -18.2% | -5.4% |
| 3Y | +166.0% | +155.8% | +10.2% | +61.4% |
| 5Y | +210.1% | +187.3% | +22.8% | +73.9% |
| 10Y | +712.5% | +462.7% | +249.8% | +213.3% |
| All | +712.5% | +494.7% | +217.8% | +213.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling