+674.0%
CAT vs WPM
+556.6%
+117.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.1% | +2.7% | -1.7% |
| 7D | -6.3% | +16.4% | -22.7% | -8.4% |
| 30D | -26.8% | -1.5% | -25.3% | -26.7% |
| 3M | -30.0% | +2.6% | -32.6% | -30.5% |
| 6M | -34.6% | -1.3% | -33.3% | -34.9% |
| YTD | +2.9% | +16.8% | -13.9% | +0.1% |
| 1Y | +3.3% | +34.1% | -30.8% | -1.1% |
| 3Y | +153.7% | +225.1% | -71.4% | +117.9% |
| 5Y | +207.3% | +234.5% | -27.2% | +159.5% |
| 10Y | +674.0% | +674.1% | -0.1% | +525.5% |
| All | +674.0% | +556.6% | +117.4% | +525.5% |
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