+133.0%
WMT vs CART
+133.8%
-0.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | +12.4% | +17.8% | -5.4% | +10.6% |
| 3M | +9.0% | +20.7% | -11.7% | +6.9% |
| 6M | -3.0% | +49.7% | -52.7% | -6.9% |
| YTD | +14.0% | +30.0% | -16.0% | +10.6% |
| 1Y | +23.0% | +48.4% | -25.4% | +17.5% |
| All | +133.0% | +133.8% | -0.8% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling