+421.5%
CARR vs WEC
+25.6%
+395.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -3.8% | -0.6% | -3.2% | -3.7% |
| 30D | -8.9% | -2.6% | -6.3% | -8.4% |
| 3M | -17.3% | -6.0% | -11.3% | -16.3% |
| 6M | -1.4% | -5.4% | +4.0% | -0.3% |
| YTD | +10.0% | +2.5% | +7.5% | +9.5% |
| 1Y | -6.4% | -0.7% | -5.6% | -6.3% |
| 3Y | +1.5% | +38.7% | -37.2% | -5.2% |
| 5Y | +9.3% | +31.7% | -22.4% | +3.3% |
| All | +421.5% | +25.6% | +395.9% | +398.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling