+5.3%
WMT vs CARR
-5.9%
+11.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.3% |
| 7D | 0.0% | -3.8% | +3.8% | +0.1% |
| 30D | -7.4% | -8.9% | +1.5% | -7.2% |
| 3M | -10.9% | -17.3% | +6.4% | -10.4% |
| 6M | -12.7% | -1.4% | -11.3% | -13.6% |
| YTD | -3.2% | +10.0% | -13.2% | -4.8% |
| 1Y | +5.3% | -6.4% | +11.6% | +4.5% |
| All | +5.3% | -5.9% | +11.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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