+40.2%
CART vs FWONK
+40.8%
-0.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | -8.7% | -1.5% | -7.1% | -8.5% |
| 30D | -4.4% | -6.8% | +2.4% | -3.7% |
| 3M | +14.6% | +7.7% | +6.9% | +14.2% |
| 6M | +24.4% | +11.0% | +13.4% | +23.5% |
| YTD | +5.0% | -3.1% | +8.1% | +5.5% |
| 1Y | +0.5% | -3.5% | +4.0% | +0.8% |
| All | +40.2% | +40.8% | -0.6% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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