+712.5%
CAT vs WFC
+142.4%
+570.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.4% | +6.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -25.0% | +2.9% | -27.9% | -26.2% |
| 3M | -28.7% | -1.4% | -27.3% | -28.5% |
| 6M | -33.0% | +14.3% | -47.3% | -37.9% |
| YTD | +5.4% | -6.2% | +11.6% | +7.7% |
| 1Y | +7.3% | +1.6% | +5.7% | +5.2% |
| 3Y | +166.0% | +126.9% | +39.1% | +70.7% |
| 5Y | +210.1% | +94.0% | +116.1% | +109.1% |
| 10Y | +712.5% | +134.0% | +578.5% | +381.9% |
| All | +712.5% | +142.4% | +570.1% | +381.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling