+425.9%
CARR vs WAB
+628.1%
-202.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.1% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -8.7% | -4.6% | -4.1% | -6.0% |
| 3M | -18.4% | +5.6% | -24.0% | -21.4% |
| 6M | -0.6% | +13.8% | -14.4% | -8.4% |
| YTD | +10.9% | +31.9% | -20.9% | -6.4% |
| 1Y | -7.3% | +48.3% | -55.6% | -27.3% |
| 3Y | +2.9% | +167.1% | -164.2% | -43.7% |
| 5Y | +9.6% | +222.9% | -213.2% | -46.2% |
| All | +425.9% | +628.1% | -202.1% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling