+142.7%
WMT vs CART
+40.2%
+102.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +2.0% | +1.3% | +0.8% | +1.9% |
| 30D | +10.3% | +19.2% | -8.9% | +8.4% |
| 3M | +11.0% | +17.6% | -6.6% | +9.1% |
| 6M | -2.3% | +47.4% | -49.7% | -6.1% |
| YTD | +15.7% | +30.9% | -15.2% | +12.3% |
| 1Y | +26.0% | +46.0% | -20.0% | +20.7% |
| 3Y | +136.5% | +130.3% | +6.2% | +115.9% |
| All | +142.7% | +40.2% | +102.6% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling