-45.4%
WDC vs CAT
-38.6%
-6.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.6% |
| 7D | -28.0% | -10.3% | -17.7% | -16.7% |
| 30D | -34.9% | -31.2% | -3.7% | +3.5% |
| 3M | -41.6% | -34.7% | -6.9% | -1.1% |
| 6M | -45.4% | -39.5% | -5.9% | +6.2% |
| All | -45.4% | -38.6% | -6.8% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling