+72.5%
CART vs WAB
+165.9%
-93.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | +0.2% |
| 7D | +3.0% | +1.4% | +1.5% | +2.7% |
| 30D | +28.6% | +0.4% | +28.1% | +28.3% |
| 3M | +29.1% | -3.8% | +32.9% | +29.9% |
| 6M | +44.7% | +5.1% | +39.6% | +41.9% |
| YTD | +29.2% | +33.3% | -4.1% | +14.5% |
| 1Y | +66.2% | +39.8% | +26.3% | +43.7% |
| 3Y | +112.8% | +161.1% | -48.2% | +41.3% |
| All | +72.5% | +165.9% | -93.5% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling