+6.2%
WMT vs CAT
+93.5%
-87.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -2.5% | +0.6% | -3.1% | -2.5% |
| 30D | -6.4% | -4.5% | -1.9% | -6.2% |
| 3M | -12.1% | -5.8% | -6.3% | -12.3% |
| 6M | -15.0% | +12.7% | -27.7% | -17.8% |
| YTD | -4.5% | +41.4% | -45.9% | -8.5% |
| 1Y | +6.2% | +92.1% | -85.9% | +0.5% |
| All | +6.2% | +93.5% | -87.3% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling