+72.5%
CART vs WCN
+36.6%
+35.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +1.1% |
| 7D | +3.0% | +2.9% | 0.0% | +1.7% |
| 30D | +28.6% | +22.1% | +6.5% | +18.3% |
| 3M | +29.1% | +13.2% | +15.9% | +22.5% |
| 6M | +44.7% | +23.7% | +21.0% | +32.1% |
| YTD | +29.2% | +8.7% | +20.5% | +24.2% |
| 1Y | +66.2% | +15.3% | +50.8% | +55.1% |
| 3Y | +112.8% | +46.0% | +66.8% | +85.0% |
| All | +72.5% | +36.6% | +35.9% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling