+116.8%
WMB vs CART
+39.2%
+77.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.7% |
| 7D | -6.7% | +1.5% | -8.2% | -6.7% |
| 30D | -8.6% | +22.4% | -31.0% | -9.9% |
| 3M | -4.9% | +16.5% | -21.4% | -6.1% |
| 6M | -6.3% | +44.9% | -51.2% | -9.3% |
| YTD | +13.0% | +30.0% | -17.0% | +10.4% |
| 1Y | +14.9% | +59.1% | -44.1% | +9.6% |
| 3Y | +113.4% | +138.8% | -25.4% | +99.3% |
| All | +116.8% | +39.2% | +77.6% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling