+1,872.1%
CAT vs WPM
+5,236.6%
-3,364.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.3% |
| 7D | -10.3% | +16.9% | -27.2% | -13.3% |
| 30D | -31.2% | +2.0% | -33.2% | -31.6% |
| 3M | -34.7% | +8.9% | -43.6% | -36.2% |
| 6M | -39.5% | +1.6% | -41.1% | -40.3% |
| YTD | -1.7% | +16.5% | -18.2% | -6.1% |
| 1Y | -1.1% | +42.2% | -43.3% | -9.4% |
| 3Y | +143.9% | +213.3% | -69.4% | +87.4% |
| 5Y | +194.8% | +249.9% | -55.1% | +117.9% |
| 10Y | +739.8% | +549.4% | +190.4% | +406.7% |
| All | +1,872.1% | +5,236.6% | -3,364.5% | +578.6% |
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