+73.5%
CART vs WAB
+181.8%
-108.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +1.2% | +7.9% | -6.7% | -0.5% |
| 30D | +17.8% | +4.9% | +12.9% | +16.4% |
| 3M | +20.7% | +1.8% | +18.9% | +20.0% |
| 6M | +49.7% | +12.0% | +37.8% | +44.6% |
| YTD | +30.0% | +41.3% | -11.3% | +13.7% |
| 1Y | +48.4% | +43.8% | +4.6% | +28.4% |
| 3Y | +132.0% | +171.1% | -39.1% | +52.5% |
| All | +73.5% | +181.8% | -108.3% | +13.4% |
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