+394.0%
CARR vs WM
+166.1%
+227.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.5% | +3.2% | +0.3% | +2.1% |
| 30D | +0.4% | +13.0% | -12.7% | -5.1% |
| 3M | -14.1% | +9.2% | -23.3% | -17.5% |
| 6M | -16.7% | +13.6% | -30.3% | -22.0% |
| YTD | +4.2% | +12.4% | -8.2% | -2.4% |
| 1Y | -0.2% | +21.2% | -21.4% | -10.0% |
| 3Y | +10.9% | +48.7% | -37.8% | -13.2% |
| 5Y | +3.9% | +61.9% | -58.0% | -23.6% |
| All | +394.0% | +166.1% | +227.9% | +169.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling