-2.3%
WMT vs CAT
-33.9%
+31.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.4% |
| 7D | +2.0% | +7.4% | -5.4% | +3.2% |
| 30D | +10.3% | -19.7% | +29.9% | +6.9% |
| 3M | +11.0% | -29.6% | +40.6% | +6.1% |
| 6M | -2.3% | -33.2% | +30.9% | -6.3% |
| All | -2.3% | -33.9% | +31.6% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling