+158.3%
CAT vs WPM
+214.5%
-56.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | +7.4% | -3.6% | +11.0% | +8.3% |
| 30D | -19.7% | +1.4% | -21.1% | -19.9% |
| 3M | -29.6% | -0.2% | -29.4% | -29.9% |
| 6M | -33.2% | -7.3% | -25.9% | -33.0% |
| YTD | +5.7% | +12.3% | -6.7% | +2.4% |
| 1Y | +9.3% | +24.9% | -15.5% | +4.5% |
| 3Y | +158.3% | +210.4% | -52.0% | +109.1% |
| All | +158.3% | +214.5% | -56.2% | +109.1% |
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