+137.9%
WMT vs CART
+38.4%
+99.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +1.6% | +3.0% | -1.3% | +1.4% |
| 30D | +16.1% | +28.6% | -12.5% | +13.3% |
| 3M | +12.3% | +29.1% | -16.8% | +9.4% |
| 6M | -3.1% | +44.7% | -47.8% | -6.7% |
| YTD | +13.4% | +29.2% | -15.8% | +10.1% |
| 1Y | +24.5% | +66.2% | -41.7% | +17.6% |
| 3Y | +135.7% | +112.8% | +22.9% | +116.2% |
| All | +137.9% | +38.4% | +99.5% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling