+71.5%
CART vs WAB
+161.2%
-89.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.2% | -1.2% |
| 7D | +1.2% | -2.5% | +3.7% | +1.7% |
| 30D | +27.1% | -4.4% | +31.4% | +28.2% |
| 3M | +27.4% | -5.9% | +33.4% | +28.9% |
| 6M | +32.1% | +5.9% | +26.2% | +28.8% |
| YTD | +28.5% | +30.9% | -2.4% | +14.3% |
| 1Y | +58.8% | +35.8% | +23.0% | +38.6% |
| 3Y | +114.8% | +154.0% | -39.2% | +43.6% |
| All | +71.5% | +161.2% | -89.7% | +14.0% |
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