+421.5%
CARR vs WCC
+2,297.8%
-1,876.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.1% |
| 7D | -3.8% | +1.5% | -5.3% | -4.3% |
| 30D | -8.9% | -2.1% | -6.8% | -8.4% |
| 3M | -17.3% | +3.8% | -21.1% | -18.9% |
| 6M | -1.4% | +35.0% | -36.4% | -11.8% |
| YTD | +10.0% | +46.4% | -36.4% | -4.8% |
| 1Y | -6.4% | +63.0% | -69.3% | -22.4% |
| 3Y | +1.5% | +133.9% | -132.4% | -29.6% |
| 5Y | +9.3% | +226.5% | -217.2% | -35.2% |
| All | +421.5% | +2,297.8% | -1,876.3% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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