+1,256.8%
WDC vs CAT
+196.5%
+1,060.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.1% | +4.2% |
| 7D | +1.7% | +1.7% | 0.0% | 0.0% |
| 30D | -10.0% | -6.6% | -3.4% | -3.2% |
| 3M | -18.8% | -13.3% | -5.5% | -3.9% |
| 6M | +79.0% | +11.6% | +67.4% | +69.8% |
| YTD | +171.6% | +42.9% | +128.6% | +111.1% |
| 1Y | +417.4% | +95.4% | +321.9% | +220.0% |
| All | +1,256.8% | +196.5% | +1,060.3% | +504.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling