+2,766.5%
CAT vs WPM
+5,967.5%
-3,201.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.2% |
| 3M | -13.3% | +20.8% | -34.1% | -17.0% |
| 6M | +11.6% | +1.1% | +10.5% | +10.4% |
| YTD | +42.9% | +32.5% | +10.5% | +33.5% |
| 1Y | +95.4% | +51.5% | +43.9% | +77.1% |
| 3Y | +196.6% | +267.0% | -70.4% | +121.5% |
| 5Y | +321.7% | +250.1% | +71.5% | +212.2% |
| 10Y | +1,140.8% | +540.4% | +600.4% | +653.6% |
| All | +2,766.5% | +5,967.5% | -3,201.0% | +864.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling