+48.4%
CART vs WING
-33.3%
+81.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.1% |
| 7D | +1.2% | -3.9% | +5.1% | +1.6% |
| 30D | +17.8% | +26.6% | -8.9% | +14.1% |
| 3M | +20.7% | +42.5% | -21.8% | +14.8% |
| 6M | +49.7% | +29.4% | +20.3% | +43.7% |
| YTD | +30.0% | -32.8% | +62.8% | +34.6% |
| 1Y | +48.4% | -33.5% | +81.8% | +54.1% |
| All | +48.4% | -33.3% | +81.7% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling