+712.5%
CAT vs WMB
+267.9%
+444.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.7% | +3.5% | +5.6% |
| 7D | -2.4% | -6.7% | +4.3% | +0.6% |
| 30D | -25.0% | -8.6% | -16.4% | -22.1% |
| 3M | -28.7% | -4.9% | -23.8% | -27.3% |
| 6M | -33.0% | -6.3% | -26.7% | -31.5% |
| YTD | +5.4% | +13.0% | -7.5% | -0.6% |
| 1Y | +7.3% | +14.9% | -7.7% | +0.3% |
| 3Y | +166.0% | +113.4% | +52.7% | +87.1% |
| 5Y | +210.1% | +190.2% | +19.9% | +91.2% |
| 10Y | +712.5% | +259.9% | +452.7% | +357.2% |
| All | +712.5% | +267.9% | +444.6% | +357.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling