+0.1%
CARR vs WWD
+164.0%
-163.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | -4.1% | -2.9% | -1.3% | -2.9% |
| 30D | -11.0% | -6.6% | -4.4% | -8.5% |
| 3M | -16.4% | -9.3% | -7.1% | -13.3% |
| 6M | -2.4% | -13.6% | +11.2% | +3.1% |
| YTD | +8.4% | +10.4% | -1.9% | +3.2% |
| 1Y | -8.0% | +39.9% | -47.9% | -21.3% |
| All | +0.1% | +164.0% | -163.9% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling