+95.4%
CAT vs WMB
+31.9%
+63.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -6.6% | +3.3% | -9.8% | -7.4% |
| 3M | -13.3% | +3.1% | -16.4% | -14.3% |
| 6M | +11.6% | -0.7% | +12.3% | +10.6% |
| YTD | +42.9% | +25.2% | +17.8% | +39.1% |
| 1Y | +95.4% | +32.9% | +62.6% | +89.1% |
| All | +95.4% | +31.9% | +63.5% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 1y: compounded portfolio wealth divided by compounded WMB 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…
1y analysis · Full analysis span regression · 6 months rolling