+73.5%
CART vs GWW
+122.9%
-49.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +1.2% | +3.7% | -2.5% | +0.6% |
| 30D | +17.8% | +13.6% | +4.2% | +15.4% |
| 3M | +20.7% | +15.4% | +5.3% | +17.9% |
| 6M | +49.7% | +21.8% | +27.9% | +45.0% |
| YTD | +30.0% | +50.0% | -20.0% | +19.3% |
| 1Y | +48.4% | +60.2% | -11.8% | +33.2% |
| 3Y | +132.0% | +94.4% | +37.6% | +104.8% |
| All | +73.5% | +122.9% | -49.4% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling