+25,808.1%
CAT vs WMB
+5,535.5%
+20,272.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -6.6% | +3.3% | -9.8% | -7.2% |
| 3M | -13.3% | +3.1% | -16.4% | -14.0% |
| 6M | +11.6% | -0.7% | +12.3% | +11.6% |
| YTD | +42.9% | +25.2% | +17.8% | +36.4% |
| 1Y | +95.4% | +32.9% | +62.6% | +84.1% |
| 3Y | +196.6% | +140.6% | +56.0% | +148.0% |
| 5Y | +321.7% | +273.5% | +48.2% | +224.5% |
| 10Y | +1,140.8% | +334.2% | +806.6% | +806.6% |
| All | +25,808.1% | +5,535.5% | +20,272.6% | +9,631.1% |
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 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