+718.0%
CAT vs WM
+348.7%
+369.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.8% |
| 7D | -14.5% | +4.5% | -19.0% | -16.0% |
| 30D | -35.7% | +16.1% | -51.8% | -39.7% |
| 3M | -36.3% | +8.0% | -44.3% | -38.6% |
| 6M | -38.5% | +8.4% | -47.0% | -41.5% |
| YTD | -2.5% | +11.2% | -13.8% | -8.8% |
| 1Y | -1.9% | +22.3% | -24.2% | -12.5% |
| 3Y | +139.2% | +50.2% | +89.0% | +82.6% |
| 5Y | +192.1% | +63.3% | +128.9% | +107.2% |
| All | +718.0% | +348.7% | +369.2% | +192.2% |
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