+113.2%
WDC vs CAT
+5.5%
+107.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.2% | -1.5% | -0.5% |
| 7D | -18.3% | -17.1% | -1.2% | +1.3% |
| 30D | -26.7% | -30.1% | +3.4% | +11.9% |
| 3M | -40.9% | -32.4% | -8.6% | -5.7% |
| 6M | -26.8% | -32.1% | +5.4% | +20.3% |
| YTD | +88.2% | +4.1% | +84.1% | +69.0% |
| 1Y | +113.2% | +8.9% | +104.3% | +78.6% |
| All | +113.2% | +5.5% | +107.6% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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