+414.1%
CARR vs WSM
+1,486.4%
-1,072.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.8% |
| 7D | -4.1% | +0.4% | -4.6% | -4.2% |
| 30D | -11.0% | -10.7% | -0.3% | -8.1% |
| 3M | -16.4% | +8.5% | -24.8% | -18.3% |
| 6M | -2.4% | +19.6% | -22.0% | -7.2% |
| YTD | +8.4% | +26.6% | -18.2% | +1.2% |
| 1Y | -8.0% | +12.0% | -19.9% | -11.4% |
| 3Y | +0.6% | +226.6% | -226.1% | -29.7% |
| 5Y | +7.7% | +174.1% | -166.4% | -24.7% |
| All | +414.1% | +1,486.4% | -1,072.3% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling