+121.4%
WMB vs CART
+41.0%
+80.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -7.9% | -6.5% |
| 7D | -8.6% | +1.4% | -10.0% | -8.7% |
| 30D | -4.2% | +29.7% | -33.8% | -5.9% |
| 3M | -4.4% | +29.7% | -34.1% | -6.4% |
| 6M | -8.7% | +36.8% | -45.5% | -11.1% |
| YTD | +15.4% | +31.7% | -16.3% | +12.7% |
| 1Y | +23.7% | +62.4% | -38.6% | +17.7% |
| 3Y | +110.4% | +120.1% | -9.7% | +96.6% |
| All | +121.4% | +41.0% | +80.4% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling