+421.5%
CARR vs W
+302.0%
+119.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | -3.8% | -0.9% | -2.9% | -3.6% |
| 30D | -8.9% | -4.2% | -4.7% | -8.4% |
| 3M | -17.3% | +26.9% | -44.2% | -20.8% |
| 6M | -1.4% | +31.2% | -32.6% | -6.7% |
| YTD | +10.0% | -1.8% | +11.8% | +7.7% |
| 1Y | -6.4% | +9.3% | -15.7% | -10.4% |
| 3Y | +1.5% | +33.2% | -31.7% | -11.3% |
| 5Y | +9.3% | -62.4% | +71.7% | -2.6% |
| All | +421.5% | +302.0% | +119.5% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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