+25,808.1%
CAT vs WSM
+34,755.7%
-8,947.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.3% |
| 7D | +1.7% | -3.3% | +5.0% | +2.4% |
| 30D | -6.6% | -8.4% | +1.8% | -5.0% |
| 3M | -13.3% | +9.7% | -22.9% | -14.9% |
| 6M | +11.6% | +16.7% | -5.1% | +8.2% |
| YTD | +42.9% | +28.7% | +14.3% | +36.0% |
| 1Y | +95.4% | +13.7% | +81.8% | +89.9% |
| 3Y | +196.6% | +230.1% | -33.5% | +129.4% |
| 5Y | +321.7% | +179.0% | +142.7% | +226.9% |
| 10Y | +1,140.8% | +1,002.5% | +138.3% | +601.4% |
| All | +25,808.1% | +34,755.7% | -8,947.6% | +7,635.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling