+405.8%
WDC vs CAT
+96.1%
+309.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +0.8% |
| 7D | +6.0% | +5.6% | +0.4% | -0.8% |
| 30D | +9.9% | -2.3% | +12.3% | +13.6% |
| 3M | -9.4% | -10.0% | +0.6% | +6.2% |
| 6M | +94.7% | +21.2% | +73.5% | +63.8% |
| YTD | +177.4% | +44.4% | +132.9% | +92.0% |
| All | +405.8% | +96.1% | +309.7% | +145.1% |
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