+421.5%
CARR vs GWW
+490.6%
-69.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.1% |
| 7D | -3.8% | -3.4% | -0.4% | -1.9% |
| 30D | -8.9% | -1.9% | -7.0% | -7.9% |
| 3M | -17.3% | -2.4% | -14.9% | -16.4% |
| 6M | -1.4% | +15.7% | -17.1% | -9.3% |
| YTD | +10.0% | +27.6% | -17.6% | -4.4% |
| 1Y | -6.4% | +27.2% | -33.5% | -18.5% |
| 3Y | +1.5% | +89.7% | -88.1% | -28.4% |
| 5Y | +9.3% | +223.9% | -214.6% | -40.4% |
| All | +421.5% | +490.6% | -69.1% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling