+74.7%
CART vs FWONK
+60.9%
+13.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +1.3% | +2.5% | -1.3% | +1.1% |
| 30D | +19.2% | +20.0% | -0.8% | +17.3% |
| 3M | +17.6% | +5.2% | +12.4% | +17.1% |
| 6M | +47.4% | +18.7% | +28.7% | +45.6% |
| YTD | +30.9% | +10.7% | +20.2% | +30.0% |
| 1Y | +46.0% | +8.2% | +37.7% | +45.1% |
| 3Y | +130.3% | +64.6% | +65.8% | +135.1% |
| All | +74.7% | +60.9% | +13.8% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling