-1.8%
CARR vs WM
+21.9%
-23.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -0.7% | +5.9% | -6.6% | -1.2% |
| 30D | +0.3% | +15.4% | -15.1% | -1.1% |
| 3M | -14.9% | +6.3% | -21.3% | -15.4% |
| 6M | -14.9% | +5.6% | -20.4% | -15.4% |
| YTD | +7.0% | +9.9% | -2.9% | +3.1% |
| 1Y | -1.8% | +20.8% | -22.6% | -7.5% |
| All | -1.8% | +21.9% | -23.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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