+725.3%
CAT vs WM
+339.4%
+385.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | -10.3% | +1.2% | -11.5% | -10.8% |
| 30D | -31.2% | +13.1% | -44.3% | -34.8% |
| 3M | -34.7% | +3.6% | -38.3% | -36.0% |
| 6M | -39.5% | +8.1% | -47.6% | -42.4% |
| YTD | -1.7% | +8.9% | -10.6% | -7.3% |
| 1Y | -1.1% | +20.3% | -21.5% | -11.4% |
| 3Y | +143.9% | +46.2% | +97.7% | +88.3% |
| 5Y | +194.8% | +59.9% | +134.9% | +110.6% |
| All | +725.3% | +339.4% | +385.9% | +197.1% |
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