+2.6%
CART vs FWONK
-5.1%
+7.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.8% | -3.0% |
| 7D | -9.5% | -0.6% | -8.9% | -9.4% |
| 30D | -7.8% | -5.8% | -2.0% | -7.4% |
| 3M | +10.4% | +10.0% | +0.4% | +11.2% |
| 6M | +20.1% | +14.7% | +5.4% | +21.0% |
| YTD | +3.7% | -1.7% | +5.4% | +3.6% |
| 1Y | +2.6% | -4.6% | +7.2% | +0.7% |
| All | +2.6% | -5.1% | +7.7% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling