+96.8%
CAT vs WPM
+47.7%
+49.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +2.9% | +3.9% | -0.9% | +1.9% |
| 30D | -2.6% | +17.7% | -20.3% | -7.2% |
| 3M | -10.7% | +39.4% | -50.1% | -19.7% |
| 6M | +16.1% | +6.4% | +9.7% | +11.6% |
| YTD | +43.2% | +34.0% | +9.3% | +29.9% |
| 1Y | +96.8% | +50.5% | +46.3% | +77.3% |
| All | +96.8% | +47.7% | +49.1% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling