+9.3%
CAT vs WSM
+34.6%
-25.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | +7.4% | 0.0% | +7.4% | +7.4% |
| 30D | -19.7% | +5.1% | -24.8% | -21.7% |
| 3M | -29.6% | +5.1% | -34.7% | -31.4% |
| 6M | -33.2% | +48.6% | -81.8% | -45.1% |
| YTD | +5.7% | +44.2% | -38.5% | -11.3% |
| 1Y | +9.3% | +38.1% | -28.7% | -7.5% |
| All | +9.3% | +34.6% | -25.3% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling