+51.5%
CART vs WAB
+165.3%
-113.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +1.0% | -3.2% | +4.3% | +1.8% |
| 30D | +12.6% | -4.4% | +17.1% | +13.7% |
| 3M | +23.1% | +7.9% | +15.3% | +20.0% |
| 6M | +39.5% | +8.7% | +30.8% | +34.8% |
| YTD | +13.5% | +33.0% | -19.4% | +0.8% |
| 1Y | +14.9% | +46.7% | -31.8% | -3.0% |
| All | +51.5% | +165.3% | -113.7% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling