+9.6%
CARR vs WST
-27.5%
+37.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | +0.6% | -1.7% | +2.3% | +1.0% |
| 30D | -8.7% | -4.3% | -4.3% | -7.9% |
| 3M | -18.4% | +0.7% | -19.1% | -18.6% |
| 6M | -0.6% | +36.0% | -36.6% | -7.0% |
| YTD | +10.9% | +22.7% | -11.8% | +5.7% |
| 1Y | -7.3% | +34.1% | -41.4% | -13.4% |
| 3Y | +2.9% | -13.6% | +16.5% | +1.3% |
| 5Y | +9.6% | -26.0% | +35.6% | +9.6% |
| All | +9.6% | -27.5% | +37.2% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling