+73.5%
CART vs GWW
+118.5%
-45.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +0.3% | +5.5% | -5.3% | -0.6% |
| 30D | +22.4% | +14.4% | +8.0% | +19.8% |
| 3M | +15.6% | +13.7% | +1.9% | +13.3% |
| 6M | +44.9% | +20.1% | +24.8% | +40.6% |
| YTD | +30.0% | +47.1% | -17.1% | +19.7% |
| 1Y | +56.6% | +56.2% | +0.4% | +41.3% |
| 3Y | +131.9% | +90.5% | +41.4% | +105.4% |
| All | +73.5% | +118.5% | -45.0% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling