+138.8%
CART vs WAB
+174.1%
-35.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.6% | -0.5% |
| 7D | +1.5% | +4.0% | -2.5% | +0.6% |
| 30D | +22.4% | +4.5% | +17.9% | +21.1% |
| 3M | +16.5% | +2.3% | +14.2% | +15.7% |
| 6M | +44.9% | +12.5% | +32.4% | +39.6% |
| YTD | +30.0% | +40.2% | -10.2% | +13.4% |
| 1Y | +59.1% | +45.2% | +13.9% | +36.1% |
| 3Y | +138.8% | +171.8% | -33.0% | +36.1% |
| All | +138.8% | +174.1% | -35.3% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling