+210.1%
CAT vs WY
-31.5%
+241.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +6.9% |
| 7D | -2.4% | -0.8% | -1.7% | -2.3% |
| 30D | -25.0% | +10.6% | -35.6% | -28.8% |
| 3M | -28.7% | -16.6% | -12.1% | -23.1% |
| 6M | -33.0% | -8.6% | -24.4% | -31.2% |
| YTD | +5.4% | -8.4% | +13.9% | +7.7% |
| 1Y | +7.3% | -5.1% | +12.4% | +7.3% |
| 3Y | +166.0% | -21.9% | +188.0% | +188.2% |
| 5Y | +210.1% | -31.3% | +241.4% | +254.6% |
| All | +210.1% | -31.5% | +241.6% | +254.6% |
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