+688.6%
CAT vs WY
+5.0%
+683.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.6% |
| 7D | +7.4% | -0.8% | +8.3% | +7.8% |
| 30D | -19.7% | +10.1% | -29.8% | -23.7% |
| 3M | -29.6% | -15.4% | -14.2% | -25.1% |
| 6M | -33.2% | -8.3% | -24.9% | -31.8% |
| YTD | +5.7% | -9.8% | +15.5% | +8.3% |
| 1Y | +9.3% | -3.9% | +13.2% | +8.7% |
| 3Y | +158.3% | -23.3% | +181.6% | +180.6% |
| 5Y | +211.6% | -31.2% | +242.8% | +250.8% |
| All | +688.6% | +5.0% | +683.6% | +630.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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