+101.1%
WMB vs CART
+111.7%
-10.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -2.9% | -5.1% |
| 7D | -14.2% | +1.2% | -15.4% | -14.3% |
| 30D | -11.2% | +27.1% | -38.3% | -12.9% |
| 3M | -9.9% | +27.4% | -37.3% | -11.9% |
| 6M | -14.4% | +32.1% | -46.5% | -16.7% |
| YTD | +9.2% | +28.5% | -19.2% | +6.6% |
| 1Y | +15.1% | +58.8% | -43.7% | +9.0% |
| All | +101.1% | +111.7% | -10.6% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling