+333.5%
CAT vs WSM
+189.5%
+144.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +5.6% | +2.6% | +3.0% | +4.9% |
| 30D | -2.3% | -9.5% | +7.2% | +0.1% |
| 3M | -10.0% | +12.9% | -22.9% | -12.9% |
| 6M | +21.2% | +23.0% | -1.8% | +14.8% |
| YTD | +44.4% | +28.9% | +15.5% | +35.3% |
| 1Y | +96.3% | +13.7% | +82.6% | +88.8% |
| 3Y | +203.9% | +232.6% | -28.7% | +121.6% |
| 5Y | +333.5% | +185.9% | +147.6% | +199.0% |
| All | +333.5% | +189.5% | +144.0% | +199.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling