+1,126.0%
CAT vs WPM
+502.1%
+624.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +5.6% | +7.0% | -1.5% | +4.6% |
| 30D | -2.3% | +15.7% | -18.1% | -4.4% |
| 3M | -10.0% | +35.2% | -45.2% | -13.9% |
| 6M | +21.2% | +6.1% | +15.2% | +19.3% |
| YTD | +44.4% | +32.6% | +11.9% | +38.4% |
| 1Y | +96.3% | +46.9% | +49.4% | +85.7% |
| 3Y | +203.9% | +276.3% | -72.4% | +157.5% |
| 5Y | +333.5% | +260.0% | +73.5% | +263.2% |
| 10Y | +1,126.0% | +508.5% | +617.5% | +945.0% |
| All | +1,126.0% | +502.1% | +624.0% | +945.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling