+12,430.8%
CAT vs WWD
+15,408.5%
-2,977.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.3% |
| 7D | +1.7% | +1.3% | +0.4% | +1.2% |
| 30D | -6.6% | -7.2% | +0.6% | -4.0% |
| 3M | -13.3% | -3.8% | -9.5% | -12.2% |
| 6M | +11.6% | -9.9% | +21.5% | +15.6% |
| YTD | +42.9% | +14.8% | +28.1% | +35.1% |
| 1Y | +95.4% | +42.1% | +53.4% | +70.1% |
| 3Y | +196.6% | +170.8% | +25.8% | +100.3% |
| 5Y | +321.7% | +197.5% | +124.1% | +172.3% |
| 10Y | +1,140.8% | +477.8% | +663.0% | +507.7% |
| All | +12,430.8% | +15,408.5% | -2,977.7% | +3,071.0% |
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