+10.7%
CARR vs WU
-51.3%
+62.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.3% |
| 7D | -3.8% | -3.5% | -0.3% | -2.7% |
| 30D | -8.9% | -2.9% | -6.0% | -8.2% |
| 3M | -17.3% | -2.3% | -15.1% | -18.1% |
| 6M | -1.4% | -25.4% | +24.0% | +6.8% |
| YTD | +10.0% | -21.2% | +31.2% | +16.5% |
| 1Y | -6.4% | -8.9% | +2.5% | -6.4% |
| 3Y | +1.5% | -29.0% | +30.5% | +9.2% |
| All | +10.7% | -51.3% | +62.0% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling