+18,766.1%
CAT vs WM
+28,817.6%
-10,051.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.9% | -5.6% |
| 7D | -17.1% | +5.9% | -23.0% | -18.3% |
| 30D | -30.1% | +15.4% | -45.5% | -32.5% |
| 3M | -32.4% | +6.3% | -38.7% | -33.6% |
| 6M | -32.1% | +5.6% | -37.7% | -33.5% |
| YTD | +4.1% | +9.9% | -5.8% | +0.8% |
| 1Y | +8.9% | +20.8% | -11.9% | +3.1% |
| 3Y | +155.5% | +48.5% | +107.0% | +128.4% |
| 5Y | +215.5% | +60.6% | +155.0% | +175.7% |
| 10Y | +788.9% | +349.8% | +439.1% | +524.6% |
| All | +18,766.1% | +28,817.6% | -10,051.5% | +10,499.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling