+16.0%
CART vs WETO
-99.4%
+115.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | +1.3% |
| 7D | -8.7% | -19.9% | +11.2% | -8.8% |
| 30D | -4.4% | -42.7% | +38.3% | -3.0% |
| 3M | +14.6% | -97.7% | +112.3% | +15.0% |
| 6M | +24.4% | -94.4% | +118.8% | +26.9% |
| YTD | +5.0% | -97.0% | +102.0% | +5.8% |
| 1Y | +0.5% | -98.9% | +99.4% | -0.7% |
| All | +16.0% | -99.4% | +115.3% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling