+204.5%
CAT vs WMB
+197.6%
+7.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.1% |
| 7D | -6.3% | -6.9% | +0.6% | -3.0% |
| 30D | -26.8% | -7.2% | -19.6% | -24.2% |
| 3M | -30.0% | -5.4% | -24.6% | -28.4% |
| 6M | -34.6% | -4.9% | -29.7% | -33.6% |
| YTD | +2.9% | +14.7% | -11.8% | -4.8% |
| 1Y | +3.3% | +14.7% | -11.4% | -4.6% |
| 3Y | +153.7% | +116.4% | +37.3% | +57.3% |
| All | +204.5% | +197.6% | +7.0% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling