+130.3%
CART vs WAB
+168.8%
-38.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +1.3% | +5.1% | -3.8% | +0.2% |
| 30D | +19.2% | +4.0% | +15.2% | +18.0% |
| 3M | +17.6% | +0.1% | +17.5% | +17.3% |
| 6M | +47.4% | +12.8% | +34.6% | +41.9% |
| YTD | +30.9% | +40.1% | -9.2% | +14.3% |
| 1Y | +46.0% | +46.4% | -0.4% | +24.6% |
| 3Y | +130.3% | +167.4% | -37.0% | +36.3% |
| All | +130.3% | +168.8% | -38.5% | +36.3% |
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