+42.4%
CART vs FWONK
+40.1%
+2.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -6.0% |
| 7D | -4.1% | -2.1% | -2.0% | -3.9% |
| 30D | -4.3% | -7.7% | +3.4% | -3.6% |
| 3M | +13.1% | +9.3% | +3.8% | +12.6% |
| 6M | +26.0% | +13.3% | +12.7% | +25.0% |
| YTD | +6.7% | -3.6% | +10.3% | +7.2% |
| 1Y | +6.3% | -6.8% | +13.0% | +6.9% |
| All | +42.4% | +40.1% | +2.3% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling