+414.1%
CARR vs GWW
+486.7%
-72.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | -4.1% | -3.1% | -1.0% | -2.4% |
| 30D | -11.0% | -2.3% | -8.6% | -9.8% |
| 3M | -16.4% | -3.3% | -13.1% | -15.0% |
| 6M | -2.4% | +15.4% | -17.7% | -10.1% |
| YTD | +8.4% | +26.7% | -18.3% | -5.4% |
| 1Y | -8.0% | +29.0% | -36.9% | -20.6% |
| 3Y | +0.6% | +89.0% | -88.4% | -29.0% |
| 5Y | +7.7% | +221.8% | -214.0% | -41.0% |
| All | +414.1% | +486.7% | -72.6% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling