-4.6%
CARR vs WSM
+19.9%
-24.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.2% |
| 7D | +1.6% | -3.3% | +4.8% | +3.0% |
| 30D | -8.7% | -8.4% | -0.4% | -5.3% |
| 3M | -12.6% | +9.7% | -22.2% | -15.9% |
| 6M | -1.5% | +16.7% | -18.2% | -7.9% |
| YTD | +14.3% | +28.7% | -14.4% | +2.7% |
| 1Y | -4.6% | +13.7% | -18.2% | -13.8% |
| All | -4.6% | +19.9% | -24.4% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling