+674.0%
CAT vs WSM
+1,226.6%
-552.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | -6.3% | +3.1% | -9.4% | -7.1% |
| 30D | -26.8% | +8.5% | -35.3% | -28.5% |
| 3M | -30.0% | +4.6% | -34.6% | -31.1% |
| 6M | -34.6% | +44.5% | -79.1% | -40.6% |
| YTD | +2.9% | +48.4% | -45.5% | -7.1% |
| 1Y | +3.3% | +36.2% | -32.9% | -5.0% |
| 3Y | +153.7% | +268.8% | -115.1% | +78.3% |
| 5Y | +207.3% | +185.2% | +22.0% | +120.5% |
| 10Y | +674.0% | +1,175.8% | -501.8% | +248.4% |
| All | +674.0% | +1,226.6% | -552.6% | +248.4% |
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