+51.5%
CART vs WING
-36.1%
+87.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +1.0% | -3.9% | +4.9% | +1.5% |
| 30D | +12.6% | -11.6% | +24.2% | +14.1% |
| 3M | +23.1% | -24.2% | +47.3% | +26.8% |
| 6M | +39.5% | -54.1% | +93.6% | +52.1% |
| YTD | +13.5% | -53.9% | +67.4% | +23.2% |
| 1Y | +14.9% | -64.4% | +79.2% | +28.6% |
| All | +51.5% | -36.1% | +87.6% | +31.0% |
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