+9,012.0%
WMT vs CAT
+26,255.7%
-17,243.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | +3.9% | +1.7% | +2.2% | +3.5% |
| 30D | -4.4% | -6.6% | +2.2% | -3.1% |
| 3M | -8.8% | -13.3% | +4.5% | -6.7% |
| 6M | -15.6% | +11.6% | -27.3% | -18.8% |
| YTD | -3.2% | +42.9% | -46.2% | -12.0% |
| 1Y | +7.0% | +95.4% | -88.4% | -9.7% |
| 3Y | +105.3% | +196.6% | -91.3% | +54.6% |
| 5Y | +129.3% | +321.7% | -192.4% | +55.7% |
| 10Y | +423.9% | +1,140.8% | -716.9% | +161.0% |
| All | +9,012.0% | +26,255.7% | -17,243.8% | +1,425.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling