+27.4%
WMT vs CART
+61.3%
-34.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.4% |
| 7D | +8.8% | +1.4% | +7.4% | +8.7% |
| 30D | +22.9% | +29.7% | -6.7% | +21.4% |
| 3M | +16.1% | +29.7% | -13.7% | +14.6% |
| 6M | -0.5% | +36.8% | -37.3% | -1.8% |
| YTD | +16.7% | +31.7% | -15.0% | +16.0% |
| 1Y | +27.4% | +62.4% | -35.0% | +29.8% |
| All | +27.4% | +61.3% | -34.0% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling