+74.7%
CART vs WING
-6.8%
+81.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.3% | -2.5% | +3.8% | +1.5% |
| 30D | +19.2% | +29.5% | -10.4% | +14.9% |
| 3M | +17.6% | +40.2% | -22.6% | +11.7% |
| 6M | +47.4% | +32.7% | +14.7% | +40.5% |
| YTD | +30.9% | -32.8% | +63.7% | +34.6% |
| 1Y | +46.0% | -31.7% | +77.7% | +49.5% |
| 3Y | +130.3% | -24.7% | +155.0% | +99.1% |
| All | +74.7% | -6.8% | +81.5% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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