+1,126.0%
CAT vs WWD
+476.2%
+649.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -7.8% |
| 6M | +21.2% | -9.1% | +30.3% | +26.1% |
| YTD | +44.4% | +12.5% | +31.9% | +35.1% |
| 1Y | +96.3% | +41.3% | +55.0% | +63.4% |
| 3Y | +203.9% | +170.2% | +33.7% | +78.9% |
| 5Y | +333.5% | +192.5% | +141.0% | +139.8% |
| 10Y | +1,126.0% | +476.9% | +649.2% | +335.9% |
| All | +1,126.0% | +476.2% | +649.8% | +335.9% |
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