+10,029.5%
WDC vs CAT
+18,031.7%
-8,002.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.0% |
| 7D | -28.0% | -10.3% | -17.7% | -22.8% |
| 30D | -34.9% | -31.2% | -3.7% | -19.0% |
| 3M | -41.6% | -34.7% | -6.9% | -25.2% |
| 6M | -45.4% | -39.5% | -5.9% | -25.4% |
| YTD | +53.3% | -1.7% | +54.9% | +62.2% |
| 1Y | +61.5% | -1.1% | +62.7% | +71.1% |
| 3Y | +712.3% | +143.9% | +568.5% | +432.9% |
| 5Y | +524.2% | +194.8% | +329.4% | +264.9% |
| 10Y | +616.5% | +739.8% | -123.3% | +144.4% |
| All | +10,029.5% | +18,031.7% | -8,002.2% | +719.9% |
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