+17,845.4%
WDC vs CAT
+26,255.7%
-8,410.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.1% | +4.9% |
| 7D | +1.7% | +1.7% | 0.0% | +0.8% |
| 30D | -10.0% | -6.6% | -3.4% | -6.0% |
| 3M | -18.8% | -13.3% | -5.5% | -9.9% |
| 6M | +79.0% | +11.6% | +67.4% | +73.7% |
| YTD | +171.6% | +42.9% | +128.6% | +131.8% |
| 1Y | +417.4% | +95.4% | +321.9% | +275.2% |
| 3Y | +1,251.8% | +196.6% | +1,055.2% | +683.8% |
| 5Y | +911.7% | +321.7% | +590.0% | +380.7% |
| 10Y | +1,399.6% | +1,140.8% | +258.9% | +309.1% |
| All | +17,845.4% | +26,255.7% | -8,410.4% | +1,071.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling