+700.3%
CAT vs WY
+3.1%
+697.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -5.1% | +6.8% | +4.0% |
| 30D | -24.6% | +9.0% | -33.6% | -28.0% |
| 3M | -28.5% | -16.7% | -11.8% | -23.4% |
| 6M | -34.8% | -10.3% | -24.6% | -32.8% |
| YTD | +5.9% | -10.5% | +16.4% | +9.0% |
| 1Y | +6.8% | -5.9% | +12.7% | +7.2% |
| 3Y | +161.1% | -24.7% | +185.8% | +185.9% |
| 5Y | +213.4% | -31.5% | +244.9% | +253.6% |
| 10Y | +700.3% | +4.7% | +695.6% | +631.7% |
| All | +700.3% | +3.1% | +697.2% | +631.7% |
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