+19,008.0%
CAT vs WSM
+40,127.9%
-21,119.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.0% | +4.2% | +6.6% |
| 7D | -2.4% | +0.9% | -3.3% | -2.6% |
| 30D | -25.0% | +8.6% | -33.6% | -26.4% |
| 3M | -28.7% | +4.2% | -33.0% | -29.5% |
| 6M | -33.0% | +44.6% | -77.6% | -37.9% |
| YTD | +5.4% | +48.5% | -43.1% | -2.7% |
| 1Y | +7.3% | +34.7% | -27.4% | +0.8% |
| 3Y | +166.0% | +271.0% | -105.0% | +101.0% |
| 5Y | +210.1% | +180.9% | +29.2% | +139.5% |
| 10Y | +712.5% | +1,235.4% | -522.9% | +341.8% |
| All | +19,008.0% | +40,127.9% | -21,119.9% | +5,434.5% |
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