+201.5%
CAT vs WMB
+140.5%
+61.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | -6.6% | +3.3% | -9.8% | -7.8% |
| 3M | -13.3% | +3.1% | -16.4% | -14.6% |
| 6M | +11.6% | -0.7% | +12.3% | +11.2% |
| YTD | +42.9% | +25.2% | +17.8% | +30.8% |
| 1Y | +95.4% | +32.9% | +62.6% | +73.7% |
| All | +201.5% | +140.5% | +61.0% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling