+18,551.4%
CAT vs WMB
+5,064.3%
+13,487.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.7% |
| 7D | -6.3% | -6.9% | +0.6% | -4.9% |
| 30D | -26.8% | -7.2% | -19.6% | -25.7% |
| 3M | -30.0% | -5.4% | -24.6% | -29.3% |
| 6M | -34.6% | -4.9% | -29.7% | -34.0% |
| YTD | +2.9% | +14.7% | -11.8% | 0.0% |
| 1Y | +3.3% | +14.7% | -11.4% | +0.3% |
| 3Y | +153.7% | +116.4% | +37.3% | +116.7% |
| 5Y | +207.3% | +198.5% | +8.8% | +147.0% |
| 10Y | +674.0% | +266.3% | +407.7% | +483.8% |
| All | +18,551.4% | +5,064.3% | +13,487.1% | +7,031.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling