+100.5%
WMT vs CAT
+204.7%
-104.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.1% |
| 7D | +0.1% | +5.6% | -5.4% | -0.4% |
| 30D | -5.0% | -2.3% | -2.6% | -4.8% |
| 3M | -11.3% | -10.0% | -1.3% | -10.7% |
| 6M | -13.8% | +21.2% | -35.0% | -16.8% |
| YTD | -4.2% | +44.4% | -48.7% | -9.3% |
| 1Y | +4.6% | +96.3% | -91.7% | -4.9% |
| 3Y | +100.5% | +203.9% | -103.4% | +66.3% |
| All | +100.5% | +204.7% | -104.2% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling