+14.7%
WMB vs CART
+51.1%
-36.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -6.9% | +0.3% | -7.2% | -6.9% |
| 30D | -7.2% | +22.4% | -29.6% | -5.8% |
| 3M | -5.4% | +15.6% | -21.1% | -4.4% |
| 6M | -4.9% | +44.9% | -49.8% | -2.6% |
| YTD | +14.7% | +30.0% | -15.3% | +19.0% |
| 1Y | +14.7% | +56.6% | -41.9% | +16.8% |
| All | +14.7% | +51.1% | -36.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling