+383.2%
CARR vs WM
+159.1%
+224.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -4.3% | +1.2% | -5.4% | -4.8% |
| 30D | -4.2% | +13.7% | -17.9% | -9.7% |
| 3M | -16.1% | +5.2% | -21.3% | -18.2% |
| 6M | -20.1% | +11.2% | -31.2% | -24.5% |
| YTD | +1.9% | +9.4% | -7.5% | -3.4% |
| 1Y | -6.1% | +20.4% | -26.5% | -15.2% |
| 3Y | +7.3% | +44.7% | -37.4% | -15.0% |
| 5Y | +4.4% | +58.5% | -54.1% | -22.6% |
| All | +383.2% | +159.1% | +224.1% | +166.6% |
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 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