+48.4%
CART vs FWONK
+7.3%
+41.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +1.2% | +2.7% | -1.5% | +0.9% |
| 30D | +17.8% | +17.7% | +0.1% | +15.8% |
| 3M | +20.7% | +5.6% | +15.1% | +20.5% |
| 6M | +49.7% | +20.7% | +29.0% | +48.4% |
| YTD | +30.0% | +11.1% | +18.9% | +34.8% |
| 1Y | +48.4% | +7.7% | +40.7% | +57.6% |
| All | +48.4% | +7.3% | +41.1% | +57.6% |
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