+421.5%
CARR vs WAT
+131.7%
+289.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +0.9% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -8.9% | -1.9% | -7.0% | -8.4% |
| 3M | -17.3% | +13.5% | -30.8% | -21.0% |
| 6M | -1.4% | +37.2% | -38.6% | -12.7% |
| YTD | +10.0% | +7.5% | +2.5% | +5.5% |
| 1Y | -6.4% | +35.0% | -41.4% | -17.9% |
| 3Y | +1.5% | +55.1% | -53.5% | -18.4% |
| 5Y | +9.3% | -2.8% | +12.1% | +1.8% |
| All | +421.5% | +131.7% | +289.8% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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