+189.5%
WMT vs CARR
+414.1%
-224.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | -2.5% | -4.1% | +1.6% | -2.2% |
| 30D | -6.4% | -11.0% | +4.5% | -5.7% |
| 3M | -12.1% | -16.4% | +4.3% | -11.1% |
| 6M | -15.0% | -2.4% | -12.6% | -15.2% |
| YTD | -4.5% | +8.4% | -12.9% | -5.5% |
| 1Y | +6.2% | -8.0% | +14.2% | +6.2% |
| 3Y | +99.9% | +0.6% | +99.3% | +97.5% |
| 5Y | +131.4% | +7.7% | +123.7% | +122.5% |
| All | +189.5% | +414.1% | -224.5% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling