-1.8%
CARR vs WEC
+9.7%
-11.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.2% |
| 7D | -0.7% | +6.9% | -7.5% | -2.7% |
| 30D | +0.3% | +16.6% | -16.3% | -4.8% |
| 3M | -14.9% | +9.1% | -24.0% | -17.3% |
| 6M | -14.9% | +3.2% | -18.1% | -15.3% |
| YTD | +7.0% | +14.9% | -7.9% | +3.6% |
| 1Y | -1.8% | +9.2% | -10.9% | -1.5% |
| All | -1.8% | +9.7% | -11.4% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling