+421.5%
CARR vs WTW
+119.4%
+302.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -3.8% | -5.7% | +1.9% | -2.5% |
| 30D | -8.9% | -7.3% | -1.7% | -7.5% |
| 3M | -17.3% | +21.5% | -38.8% | -21.2% |
| 6M | -1.4% | +9.6% | -11.0% | -4.3% |
| YTD | +10.0% | -3.3% | +13.3% | +10.0% |
| 1Y | -6.4% | -6.1% | -0.2% | -5.6% |
| 3Y | +1.5% | +61.8% | -60.3% | -14.7% |
| 5Y | +9.3% | +42.7% | -33.4% | -5.5% |
| All | +421.5% | +119.4% | +302.1% | +353.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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