+441.9%
CARR vs WM
+137.9%
+304.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -8.7% | -2.4% | -6.4% | -7.8% |
| 3M | -12.6% | +0.4% | -13.0% | -13.3% |
| 6M | -1.5% | -9.5% | +7.9% | +2.3% |
| YTD | +14.3% | +0.5% | +13.8% | +12.7% |
| 1Y | -4.6% | -1.1% | -3.5% | -5.5% |
| 3Y | +7.3% | +46.0% | -38.7% | -16.6% |
| 5Y | +11.6% | +51.8% | -40.2% | -16.2% |
| All | +441.9% | +137.9% | +304.0% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling