+1.5%
CARR vs WU
-28.7%
+30.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.3% |
| 7D | -3.8% | -3.5% | -0.3% | -2.8% |
| 30D | -8.9% | -2.9% | -6.0% | -8.3% |
| 3M | -17.3% | -2.3% | -15.1% | -18.3% |
| 6M | -1.4% | -25.4% | +24.0% | +6.4% |
| YTD | +10.0% | -21.2% | +31.2% | +16.0% |
| 1Y | -6.4% | -8.9% | +2.5% | -7.0% |
| 3Y | +1.5% | -29.0% | +30.5% | +7.7% |
| All | +1.5% | -28.7% | +30.3% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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