+25,808.1%
CAT vs WY
+688.1%
+25,120.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +1.7% | -1.7% | +3.4% | +2.5% |
| 30D | -6.6% | -10.1% | +3.5% | -2.0% |
| 3M | -13.3% | -5.1% | -8.2% | -11.8% |
| 6M | +11.6% | -4.8% | +16.4% | +13.4% |
| YTD | +42.9% | -0.2% | +43.2% | +41.7% |
| 1Y | +95.4% | -6.6% | +102.1% | +98.6% |
| 3Y | +196.6% | -22.7% | +219.3% | +225.1% |
| 5Y | +321.7% | -22.2% | +343.9% | +353.2% |
| 10Y | +1,140.8% | +7.3% | +1,133.5% | +948.2% |
| All | +25,808.1% | +688.1% | +25,120.0% | +8,045.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling