+653.4%
WDC vs CAT
+725.4%
-71.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.2% | +2.7% | +4.1% |
| 7D | -14.4% | -2.4% | -12.0% | -11.9% |
| 30D | -27.1% | -25.0% | -2.1% | -7.8% |
| 3M | -33.3% | -28.7% | -4.5% | -12.4% |
| 6M | -39.6% | -33.0% | -6.6% | -14.6% |
| YTD | +68.4% | +5.4% | +63.0% | +72.4% |
| 1Y | +78.2% | +7.3% | +70.9% | +81.0% |
| 3Y | +772.0% | +166.0% | +606.0% | +365.1% |
| 5Y | +584.9% | +210.1% | +374.8% | +217.2% |
| 10Y | +653.4% | +712.5% | -59.1% | +86.4% |
| All | +653.4% | +725.4% | -71.9% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling