+17,723.7%
CAT vs WFC
+8,136.6%
+9,587.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -10.3% | +1.2% | -11.5% | -10.8% |
| 30D | -31.2% | +5.2% | -36.4% | -32.7% |
| 3M | -34.7% | -3.0% | -31.6% | -34.1% |
| 6M | -39.5% | +6.2% | -45.7% | -41.2% |
| YTD | -1.7% | -7.9% | +6.3% | +0.7% |
| 1Y | -1.1% | +0.3% | -1.4% | -2.0% |
| 3Y | +143.9% | +117.7% | +26.1% | +77.6% |
| 5Y | +194.8% | +88.4% | +106.4% | +123.1% |
| 10Y | +739.8% | +147.3% | +592.5% | +450.7% |
| All | +17,723.7% | +8,136.6% | +9,587.2% | +3,514.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling