+130.8%
WMT vs CAT
+330.4%
-199.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.2% | +2.9% | -3.2% | -0.5% |
| 30D | -5.8% | -2.6% | -3.2% | -5.6% |
| 3M | -10.8% | -10.7% | -0.1% | -10.1% |
| 6M | -14.3% | +16.1% | -30.5% | -16.7% |
| YTD | -4.4% | +43.2% | -47.6% | -9.3% |
| 1Y | +4.3% | +96.8% | -92.5% | -4.9% |
| 3Y | +100.1% | +201.4% | -101.3% | +70.0% |
| 5Y | +130.8% | +332.7% | -201.8% | +84.3% |
| All | +130.8% | +330.4% | -199.6% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling