+130.3%
CART vs WCC
+134.5%
-4.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +0.8% |
| 7D | +1.3% | +9.9% | -8.7% | +0.3% |
| 30D | +19.2% | -8.4% | +27.6% | +19.9% |
| 3M | +17.6% | -10.3% | +27.9% | +18.3% |
| 6M | +47.4% | -10.5% | +57.8% | +47.7% |
| YTD | +30.9% | +32.2% | -1.3% | +22.1% |
| 1Y | +46.0% | +25.5% | +20.4% | +37.2% |
| 3Y | +130.3% | +134.7% | -4.4% | +55.9% |
| All | +130.3% | +134.5% | -4.1% | +55.9% |
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