+425.9%
CARR vs WM
+135.2%
+290.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.7% |
| 7D | +0.6% | -1.2% | +1.8% | +1.2% |
| 30D | -8.7% | -4.5% | -4.2% | -6.8% |
| 3M | -18.4% | -2.2% | -16.2% | -18.1% |
| 6M | -0.6% | -11.5% | +10.9% | +4.4% |
| YTD | +10.9% | -0.7% | +11.6% | +10.0% |
| 1Y | -7.3% | +0.3% | -7.6% | -8.8% |
| 3Y | +2.9% | +44.2% | -41.3% | -19.6% |
| 5Y | +9.6% | +51.6% | -42.0% | -17.8% |
| All | +425.9% | +135.2% | +290.8% | +203.6% |
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