+0.1%
CARR vs WST
-11.8%
+11.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.4% | -2.5% |
| 7D | -4.1% | +0.4% | -4.6% | -4.2% |
| 30D | -11.0% | -2.0% | -8.9% | -10.8% |
| 3M | -16.4% | +4.1% | -20.5% | -16.8% |
| 6M | -2.4% | +47.4% | -49.8% | -6.5% |
| YTD | +8.4% | +25.4% | -17.0% | +5.4% |
| 1Y | -8.0% | +35.3% | -43.3% | -11.3% |
| All | +0.1% | -11.8% | +11.9% | +3.4% |
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