+17,723.7%
CAT vs WMB
+4,805.5%
+12,918.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -10.3% | -13.8% | +3.5% | -7.6% |
| 30D | -31.2% | -10.3% | -20.9% | -29.7% |
| 3M | -34.7% | -10.1% | -24.6% | -33.3% |
| 6M | -39.5% | -11.8% | -27.6% | -38.0% |
| YTD | -1.7% | +8.9% | -10.6% | -3.5% |
| 1Y | -1.1% | +14.0% | -15.1% | -3.9% |
| 3Y | +143.9% | +100.5% | +43.3% | +111.4% |
| 5Y | +194.8% | +179.5% | +15.3% | +140.0% |
| 10Y | +739.8% | +272.7% | +467.0% | +532.5% |
| All | +17,723.7% | +4,805.5% | +12,918.2% | +6,783.2% |
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