+62.4%
CART vs WETO
-99.3%
+161.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.4% | -9.8% | +1.6% |
| 7D | +1.4% | +3.6% | -2.2% | +1.4% |
| 30D | +29.7% | -17.2% | +46.9% | +29.6% |
| 3M | +29.7% | -83.7% | +113.4% | +30.7% |
| 6M | +36.8% | -98.3% | +135.1% | +37.8% |
| YTD | +31.7% | -99.0% | +130.6% | +32.9% |
| 1Y | +62.4% | -99.4% | +161.7% | +62.1% |
| All | +62.4% | -99.3% | +161.7% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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