+333.5%
CAT vs WY
-21.5%
+355.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.7% |
| 7D | +5.6% | -2.1% | +7.6% | +6.5% |
| 30D | -2.3% | -10.5% | +8.1% | +2.6% |
| 3M | -10.0% | -4.9% | -5.1% | -8.6% |
| 6M | +21.2% | -4.9% | +26.2% | +23.2% |
| YTD | +44.4% | -1.7% | +46.1% | +43.9% |
| 1Y | +96.3% | -9.4% | +105.7% | +102.8% |
| 3Y | +203.9% | -22.3% | +226.2% | +233.3% |
| 5Y | +333.5% | -20.5% | +354.0% | +368.8% |
| All | +333.5% | -21.5% | +355.0% | +368.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling