+8,520.7%
CAT vs WWD
+14,113.5%
-5,592.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | -0.4% |
| 7D | -10.3% | +4.2% | -14.5% | -11.7% |
| 30D | -31.2% | -2.1% | -29.1% | -30.8% |
| 3M | -34.7% | -13.2% | -21.5% | -31.3% |
| 6M | -39.5% | -16.9% | -22.6% | -35.4% |
| YTD | -1.7% | +5.2% | -6.9% | -4.1% |
| 1Y | -1.1% | +20.6% | -21.7% | -8.7% |
| 3Y | +143.9% | +146.3% | -2.5% | +70.4% |
| 5Y | +194.8% | +171.3% | +23.4% | +96.8% |
| 10Y | +739.8% | +471.3% | +268.5% | +313.7% |
| All | +8,520.7% | +14,113.5% | -5,592.8% | +2,149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling