+1.5%
CARR vs WPM
+267.3%
-265.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +1.1% |
| 7D | -3.8% | -0.6% | -3.2% | -3.7% |
| 30D | -8.9% | +14.4% | -23.3% | -10.9% |
| 3M | -17.3% | +37.0% | -54.3% | -21.6% |
| 6M | -1.4% | +4.1% | -5.5% | -3.2% |
| YTD | +10.0% | +31.7% | -21.7% | +4.8% |
| 1Y | -6.4% | +44.2% | -50.5% | -11.9% |
| 3Y | +1.5% | +265.5% | -263.9% | -21.5% |
| All | +1.5% | +267.3% | -265.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling