+1,245.5%
WDC vs CAT
+1,126.6%
+118.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.3% |
| 7D | +6.0% | +5.6% | +0.4% | +1.6% |
| 30D | +9.9% | -2.3% | +12.3% | +12.4% |
| 3M | -9.4% | -10.0% | +0.6% | +0.8% |
| 6M | +94.7% | +21.2% | +73.5% | +75.2% |
| YTD | +177.4% | +44.4% | +132.9% | +121.6% |
| 1Y | +412.6% | +96.3% | +316.3% | +232.1% |
| 3Y | +1,359.8% | +203.9% | +1,155.9% | +590.8% |
| 5Y | +992.6% | +333.5% | +659.1% | +292.1% |
| 10Y | +1,245.5% | +1,126.0% | +119.5% | +163.6% |
| All | +1,245.5% | +1,126.6% | +118.9% | +163.6% |
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 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