-15.6%
WMT vs CAT
+10.8%
-26.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | +3.9% | +1.7% | +2.2% | +3.9% |
| 30D | -4.4% | -6.6% | +2.2% | -4.2% |
| 3M | -8.8% | -13.3% | +4.5% | -8.3% |
| 6M | -15.6% | +11.6% | -27.3% | -21.6% |
| All | -15.6% | +10.8% | -26.5% | -21.6% |
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