+111.6%
CART vs WING
-18.5%
+130.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.3% |
| 7D | +1.2% | +14.0% | -12.8% | -0.5% |
| 30D | +27.1% | +47.7% | -20.6% | +20.6% |
| 3M | +27.4% | +34.2% | -6.8% | +21.9% |
| 6M | +32.1% | +13.6% | +18.6% | +28.5% |
| YTD | +28.5% | -30.0% | +58.5% | +31.5% |
| 1Y | +58.8% | -33.9% | +92.7% | +63.4% |
| All | +111.6% | -18.5% | +130.1% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling