+688.6%
CAT vs WMB
+282.5%
+406.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +7.4% | +7.8% | -0.4% | +4.1% |
| 30D | -19.7% | -5.1% | -14.6% | -17.9% |
| 3M | -29.6% | -4.7% | -24.9% | -28.3% |
| 6M | -33.2% | -7.4% | -25.8% | -31.4% |
| YTD | +5.7% | +17.5% | -11.8% | -2.0% |
| 1Y | +9.3% | +19.5% | -10.1% | +0.5% |
| 3Y | +158.3% | +121.3% | +37.0% | +78.9% |
| 5Y | +211.6% | +200.5% | +11.1% | +89.2% |
| All | +688.6% | +282.5% | +406.1% | +334.2% |
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