+10.9%
CARR vs WST
+24.3%
-13.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.4% |
| 7D | +3.5% | +4.2% | -0.7% | +3.1% |
| 30D | +0.4% | +11.2% | -10.9% | -0.7% |
| 3M | -14.1% | +20.4% | -34.4% | -15.6% |
| 6M | -16.7% | +37.9% | -54.6% | -19.3% |
| YTD | +4.2% | +51.8% | -47.6% | -0.3% |
| 1Y | -0.2% | +56.6% | -56.8% | -4.7% |
| 3Y | +10.9% | +24.2% | -13.3% | -2.4% |
| All | +10.9% | +24.3% | -13.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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