+688.6%
CAT vs WM
+330.8%
+357.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +7.4% | +3.2% | +4.2% | +6.2% |
| 30D | -19.7% | +13.0% | -32.7% | -23.8% |
| 3M | -29.6% | +9.2% | -38.8% | -32.4% |
| 6M | -33.2% | +13.6% | -46.8% | -37.6% |
| YTD | +5.7% | +12.4% | -6.7% | -1.5% |
| 1Y | +9.3% | +21.2% | -11.9% | -1.9% |
| 3Y | +158.3% | +48.7% | +109.6% | +99.1% |
| 5Y | +211.6% | +61.9% | +149.7% | +123.4% |
| All | +688.6% | +330.8% | +357.9% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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