+12.0%
CARR vs WM
+53.3%
-41.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.8% |
| 7D | +3.2% | -0.9% | +4.2% | +3.6% |
| 30D | -7.7% | -4.3% | -3.3% | -6.2% |
| 3M | -11.9% | +0.8% | -12.7% | -12.7% |
| 6M | +2.0% | -10.8% | +12.8% | +5.9% |
| YTD | +13.2% | -0.1% | +13.2% | +12.0% |
| 1Y | -8.5% | +1.0% | -9.5% | -10.0% |
| 3Y | +5.0% | +45.1% | -40.1% | -16.0% |
| 5Y | +12.0% | +52.1% | -40.1% | -14.6% |
| All | +12.0% | +53.3% | -41.4% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling