+525.5%
WMT vs CAT
+697.1%
-171.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.3% |
| 7D | -2.7% | +1.7% | -4.5% | -3.0% |
| 30D | +11.1% | -24.6% | +35.7% | +15.2% |
| 3M | +11.2% | -28.5% | +39.7% | +16.1% |
| 6M | -1.3% | -34.8% | +33.5% | +3.9% |
| YTD | +13.5% | +5.9% | +7.6% | +10.0% |
| 1Y | +22.5% | +6.8% | +15.7% | +18.4% |
| 3Y | +134.1% | +161.1% | -27.0% | +91.0% |
| 5Y | +170.3% | +213.4% | -43.2% | +109.5% |
| 10Y | +525.5% | +700.3% | -174.8% | +311.3% |
| All | +525.5% | +697.1% | -171.6% | +311.3% |
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