+436.5%
CARR vs WWD
+542.0%
-105.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.2% |
| 7D | +3.2% | +0.8% | +2.4% | +2.9% |
| 30D | -7.7% | -6.4% | -1.2% | -5.3% |
| 3M | -11.9% | -5.6% | -6.3% | -10.2% |
| 6M | +2.0% | -9.1% | +11.1% | +5.4% |
| YTD | +13.2% | +12.5% | +0.6% | +6.8% |
| 1Y | -8.5% | +41.3% | -49.9% | -21.8% |
| 3Y | +5.0% | +170.2% | -165.3% | -32.5% |
| 5Y | +12.0% | +192.5% | -180.5% | -32.1% |
| All | +436.5% | +542.0% | -105.5% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling