+436.5%
CARR vs W
+307.7%
+128.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +3.2% | +6.5% | -3.2% | +2.3% |
| 30D | -7.7% | -6.2% | -1.4% | -6.9% |
| 3M | -11.9% | +48.9% | -60.8% | -17.7% |
| 6M | +2.0% | +31.2% | -29.2% | -3.5% |
| YTD | +13.2% | -0.4% | +13.6% | +10.6% |
| 1Y | -8.5% | +14.8% | -23.4% | -13.1% |
| 3Y | +5.0% | +40.5% | -35.5% | -9.0% |
| 5Y | +12.0% | -62.1% | +74.1% | -0.4% |
| All | +436.5% | +307.7% | +128.8% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling