+130.3%
CART vs FWONK
+63.9%
+66.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | +0.4% |
| 7D | -0.6% | +12.4% | -13.0% | -2.0% |
| 30D | +23.1% | +18.5% | +4.6% | +20.5% |
| 3M | +19.2% | +8.6% | +10.6% | +18.1% |
| 6M | +45.7% | +19.8% | +25.8% | +42.7% |
| YTD | +30.9% | +12.9% | +18.0% | +29.3% |
| 1Y | +50.2% | +9.0% | +41.2% | +48.8% |
| All | +130.3% | +63.9% | +66.4% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling