+425.9%
CARR vs WU
-49.0%
+475.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | +0.6% | -4.9% | +5.6% | +2.2% |
| 30D | -8.7% | -1.3% | -7.4% | -8.4% |
| 3M | -18.4% | -3.6% | -14.8% | -18.7% |
| 6M | -0.6% | -24.3% | +23.7% | +7.2% |
| YTD | +10.9% | -21.1% | +32.0% | +17.5% |
| 1Y | -7.3% | -10.3% | +3.0% | -6.6% |
| 3Y | +2.9% | -28.4% | +31.3% | +10.6% |
| 5Y | +9.6% | -51.2% | +60.9% | +31.6% |
| All | +425.9% | -49.0% | +475.0% | +519.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling