+421.5%
CARR vs WWD
+538.2%
-116.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.9% |
| 7D | -3.8% | -2.6% | -1.2% | -2.7% |
| 30D | -8.9% | -6.9% | -2.0% | -6.3% |
| 3M | -17.3% | -13.0% | -4.3% | -12.9% |
| 6M | -1.4% | -12.5% | +11.1% | +3.4% |
| YTD | +10.0% | +11.8% | -1.9% | +4.0% |
| 1Y | -6.4% | +41.1% | -47.4% | -19.8% |
| 3Y | +1.5% | +163.1% | -161.5% | -34.0% |
| 5Y | +9.3% | +187.6% | -178.3% | -33.3% |
| All | +421.5% | +538.2% | -116.7% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling