+425.9%
CARR vs WCN
+100.2%
+325.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | +0.6% | -1.7% | +2.4% | +1.4% |
| 30D | -8.7% | -3.0% | -5.7% | -7.4% |
| 3M | -18.4% | +2.5% | -20.9% | -19.7% |
| 6M | -0.6% | -5.7% | +5.1% | +1.2% |
| YTD | +10.9% | -7.4% | +18.4% | +13.7% |
| 1Y | -7.3% | -8.6% | +1.3% | -4.7% |
| 3Y | +2.9% | +19.4% | -16.5% | -10.2% |
| 5Y | +9.6% | +27.2% | -17.6% | -8.2% |
| All | +425.9% | +100.2% | +325.8% | +266.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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