+14.9%
CART vs WETO
-98.9%
+113.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -20.8% | +19.6% | -1.4% |
| 7D | +1.0% | -55.4% | +56.5% | +0.6% |
| 30D | +12.6% | -48.5% | +61.1% | +13.9% |
| 3M | +23.1% | -97.5% | +120.6% | +24.7% |
| 6M | +39.5% | -94.2% | +133.7% | +41.2% |
| YTD | +13.5% | -97.0% | +110.6% | +14.9% |
| 1Y | +14.9% | -98.9% | +113.8% | +16.6% |
| All | +14.9% | -98.9% | +113.8% | +16.6% |
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