+14.5%
CART vs WETO
-99.4%
+113.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.1% | +2.3% | -2.9% |
| 7D | -9.5% | -38.7% | +29.2% | -9.8% |
| 30D | -7.8% | -51.3% | +43.6% | -6.5% |
| 3M | +10.4% | -97.8% | +108.2% | +10.7% |
| 6M | +20.1% | -94.8% | +114.8% | +22.4% |
| YTD | +3.7% | -97.2% | +100.9% | +4.4% |
| 1Y | +2.6% | -98.9% | +101.5% | +1.2% |
| All | +14.5% | -99.4% | +113.9% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling