+436.5%
CARR vs WEC
+27.7%
+408.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +3.2% | +0.8% | +2.4% | +3.1% |
| 30D | -7.7% | +0.3% | -8.0% | -7.7% |
| 3M | -11.9% | -2.9% | -9.0% | -11.4% |
| 6M | +2.0% | -5.9% | +7.9% | +3.2% |
| YTD | +13.2% | +4.1% | +9.0% | +12.2% |
| 1Y | -8.5% | +3.1% | -11.7% | -9.2% |
| 3Y | +5.0% | +40.8% | -35.8% | -2.3% |
| 5Y | +12.0% | +31.7% | -19.7% | +5.6% |
| All | +436.5% | +27.7% | +408.8% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling