+72.5%
CART vs WING
-4.4%
+76.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.8% |
| 7D | +3.0% | +9.0% | -6.1% | +1.8% |
| 30D | +28.6% | +39.9% | -11.4% | +22.8% |
| 3M | +29.1% | +40.4% | -11.3% | +22.8% |
| 6M | +44.7% | +12.9% | +31.8% | +40.8% |
| YTD | +29.2% | -31.1% | +60.3% | +32.6% |
| 1Y | +66.2% | -32.7% | +98.9% | +70.6% |
| 3Y | +112.8% | -19.8% | +132.6% | +81.3% |
| All | +72.5% | -4.4% | +76.9% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling