+421.1%
WMT vs CAT
+1,148.9%
-727.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | -6.4% | -4.5% | -1.9% | -5.8% |
| 3M | -12.1% | -5.8% | -6.3% | -11.8% |
| 6M | -15.0% | +12.7% | -27.7% | -17.5% |
| YTD | -4.5% | +41.4% | -45.9% | -10.8% |
| 1Y | +6.2% | +92.1% | -85.9% | -6.0% |
| 3Y | +99.9% | +197.5% | -97.6% | +61.5% |
| 5Y | +131.4% | +327.9% | -196.5% | +72.1% |
| All | +421.1% | +1,148.9% | -727.8% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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