+660.4%
WDC vs CAT
+685.9%
-25.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +1.7% |
| 7D | -16.7% | -6.3% | -10.4% | -11.5% |
| 30D | -27.2% | -26.8% | -0.4% | -6.2% |
| 3M | -34.0% | -30.0% | -4.0% | -12.0% |
| 6M | -39.7% | -34.6% | -5.1% | -13.1% |
| YTD | +68.1% | +2.9% | +65.1% | +75.3% |
| 1Y | +66.3% | +3.3% | +63.0% | +73.7% |
| 3Y | +754.4% | +153.7% | +600.7% | +371.6% |
| 5Y | +595.8% | +207.3% | +388.5% | +224.5% |
| 10Y | +660.4% | +674.0% | -13.6% | +90.0% |
| All | +660.4% | +685.9% | -25.5% | +90.0% |
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