+46.0%
CART vs WCN
+16.4%
+29.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +1.3% | +2.6% | -1.3% | +0.5% |
| 30D | +19.2% | +23.9% | -4.8% | +11.3% |
| 3M | +17.6% | +17.4% | +0.1% | +11.7% |
| 6M | +47.4% | +28.0% | +19.4% | +36.2% |
| YTD | +30.9% | +11.6% | +19.3% | +25.3% |
| 1Y | +46.0% | +16.9% | +29.1% | +36.1% |
| All | +46.0% | +16.4% | +29.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling