+62.4%
CART vs WAB
+46.5%
+15.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.8% |
| 7D | +1.4% | +4.5% | -3.2% | +2.4% |
| 30D | +29.7% | +1.1% | +28.6% | +30.0% |
| 3M | +29.7% | -1.3% | +31.0% | +29.4% |
| 6M | +36.8% | +12.7% | +24.1% | +41.6% |
| YTD | +31.7% | +38.7% | -7.0% | +40.6% |
| 1Y | +62.4% | +44.9% | +17.4% | +70.6% |
| All | +62.4% | +46.5% | +15.8% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling