+1,157.1%
CAT vs WSM
+997.3%
+159.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +2.9% | +2.6% | +0.3% | +2.3% |
| 30D | -2.6% | -9.3% | +6.7% | -0.3% |
| 3M | -10.7% | +7.1% | -17.8% | -12.3% |
| 6M | +16.1% | +21.7% | -5.6% | +10.3% |
| YTD | +43.2% | +28.7% | +14.5% | +34.3% |
| 1Y | +96.8% | +13.9% | +83.0% | +89.4% |
| 3Y | +201.4% | +232.2% | -30.8% | +117.0% |
| 5Y | +332.7% | +176.4% | +156.3% | +212.7% |
| 10Y | +1,157.1% | +1,072.4% | +84.7% | +443.4% |
| All | +1,157.1% | +997.3% | +159.8% | +443.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling