+201.7%
CAT vs WPM
+280.0%
-78.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | -6.6% | +26.4% | -32.9% | -11.5% |
| 3M | -13.3% | +20.8% | -34.1% | -17.4% |
| 6M | +11.6% | +1.1% | +10.5% | +9.3% |
| YTD | +42.9% | +32.5% | +10.5% | +33.7% |
| 1Y | +95.4% | +51.5% | +43.9% | +79.0% |
| All | +201.7% | +280.0% | -78.3% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling