+111.6%
CART vs WCC
+106.2%
+5.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.6% | +7.1% | -1.5% |
| 7D | +1.2% | -21.9% | +23.1% | +3.6% |
| 30D | +27.1% | -25.4% | +52.5% | +30.6% |
| 3M | +27.4% | -23.1% | +50.5% | +30.3% |
| 6M | +32.1% | -18.1% | +50.2% | +33.4% |
| YTD | +28.5% | +17.7% | +10.8% | +21.3% |
| 1Y | +58.8% | +12.4% | +46.4% | +50.8% |
| All | +111.6% | +106.2% | +5.4% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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