+377.4%
CARR vs WM
+157.8%
+219.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.7% |
| 7D | -2.3% | +1.2% | -3.5% | -2.9% |
| 30D | -4.4% | +13.1% | -17.4% | -9.6% |
| 3M | -17.8% | +3.6% | -21.4% | -19.2% |
| 6M | -22.2% | +8.1% | -30.3% | -25.6% |
| YTD | +0.7% | +8.9% | -8.2% | -4.4% |
| 1Y | -5.9% | +20.3% | -26.3% | -15.1% |
| 3Y | +8.6% | +46.2% | -37.6% | -14.6% |
| 5Y | +6.7% | +59.9% | -53.2% | -21.4% |
| All | +377.4% | +157.8% | +219.6% | +164.0% |
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