+73.5%
CART vs WCC
+112.0%
-38.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | -0.2% |
| 7D | +1.5% | -5.7% | +7.2% | +1.9% |
| 30D | +22.4% | -13.5% | +35.9% | +23.8% |
| 3M | +16.5% | -12.9% | +29.4% | +17.6% |
| 6M | +44.9% | -10.7% | +55.6% | +45.1% |
| YTD | +30.0% | +30.0% | 0.0% | +21.8% |
| 1Y | +59.1% | +24.7% | +34.4% | +49.8% |
| 3Y | +138.8% | +136.6% | +2.2% | +92.3% |
| All | +73.5% | +112.0% | -38.5% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling