+4.7%
CARR vs W
-55.8%
+60.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | +0.4% | +6.8% | -6.5% | -1.0% |
| 3M | -14.1% | +10.7% | -24.7% | -15.9% |
| 6M | -16.7% | +86.3% | -103.0% | -26.1% |
| YTD | +4.2% | +11.5% | -7.3% | -0.8% |
| 1Y | -0.2% | +5.1% | -5.3% | -4.2% |
| 3Y | +10.9% | +171.0% | -160.1% | -15.1% |
| All | +4.7% | -55.8% | +60.5% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling