+44.5%
CART vs WETO
-99.9%
+144.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.7% |
| 7D | +1.3% | -39.7% | +41.0% | +1.1% |
| 30D | +19.2% | -26.7% | +45.9% | +19.1% |
| 3M | +17.6% | -83.1% | +100.7% | +18.7% |
| 6M | +47.4% | -98.8% | +146.2% | +48.1% |
| YTD | +30.9% | -99.3% | +130.2% | +31.0% |
| 1Y | +46.0% | -99.4% | +145.4% | +45.6% |
| All | +44.5% | -99.9% | +144.4% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling