+9.3%
CAT vs WY
-3.6%
+12.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +7.4% | -0.8% | +8.3% | +7.5% |
| 30D | -19.7% | +10.1% | -29.8% | -20.9% |
| 3M | -29.6% | -15.4% | -14.2% | -25.6% |
| 6M | -33.2% | -8.3% | -24.9% | -31.6% |
| YTD | +5.7% | -9.8% | +15.5% | +9.1% |
| 1Y | +9.3% | -3.9% | +13.2% | +12.4% |
| All | +9.3% | -3.6% | +12.9% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling