+213.9%
CAT vs WWD
+187.3%
+26.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +7.4% | +4.0% | +3.5% | +5.5% |
| 30D | -19.7% | +0.4% | -20.1% | -20.0% |
| 3M | -29.6% | -7.9% | -21.7% | -26.9% |
| 6M | -33.2% | -10.6% | -22.6% | -29.8% |
| YTD | +5.7% | +9.4% | -3.7% | +0.2% |
| 1Y | +9.3% | +25.7% | -16.4% | -3.5% |
| 3Y | +158.3% | +148.5% | +9.8% | +56.1% |
| All | +213.9% | +187.3% | +26.6% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling