+1.5%
CARR vs WAB
+167.4%
-165.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.7% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -8.9% | -4.1% | -4.8% | -6.3% |
| 3M | -17.3% | +8.2% | -25.5% | -22.2% |
| 6M | -1.4% | +15.4% | -16.8% | -10.8% |
| YTD | +10.0% | +33.1% | -23.2% | -9.3% |
| 1Y | -6.4% | +48.1% | -54.4% | -28.0% |
| 3Y | +1.5% | +167.7% | -166.2% | -44.7% |
| All | +1.5% | +167.4% | -165.9% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling