+73.5%
CART vs NWSA
+36.5%
+37.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +1.5% | -10.5% | +12.0% | +5.2% |
| 30D | +22.4% | -8.8% | +31.2% | +25.9% |
| 3M | +16.5% | -6.5% | +23.0% | +18.8% |
| 6M | +44.9% | -1.3% | +46.2% | +44.0% |
| YTD | +30.0% | +2.5% | +27.5% | +26.7% |
| 1Y | +59.1% | +0.2% | +58.9% | +56.5% |
| 3Y | +138.8% | +27.6% | +111.2% | +91.8% |
| All | +73.5% | +36.5% | +37.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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