+19,095.1%
CAT vs WMB
+5,176.1%
+13,919.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.8% | +2.5% |
| 7D | +1.7% | +1.6% | +0.2% | +1.5% |
| 30D | -24.6% | -7.1% | -17.5% | -23.4% |
| 3M | -28.5% | -4.0% | -24.5% | -27.9% |
| 6M | -34.8% | -5.7% | -29.1% | -34.1% |
| YTD | +5.9% | +17.2% | -11.3% | +2.5% |
| 1Y | +6.8% | +17.2% | -10.4% | +3.3% |
| 3Y | +161.1% | +121.1% | +40.0% | +122.1% |
| 5Y | +213.4% | +197.2% | +16.2% | +152.1% |
| 10Y | +700.3% | +280.9% | +419.4% | +499.3% |
| All | +19,095.1% | +5,176.1% | +13,919.0% | +7,208.8% |
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 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