+131.9%
CART vs WPM
+225.6%
-93.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.7% |
| 7D | +0.3% | +16.4% | -16.1% | -1.8% |
| 30D | +22.4% | -1.5% | +23.9% | +22.4% |
| 3M | +15.6% | +2.6% | +13.1% | +14.6% |
| 6M | +44.9% | -1.3% | +46.2% | +43.9% |
| YTD | +30.0% | +16.8% | +13.2% | +23.8% |
| 1Y | +56.6% | +34.1% | +22.5% | +44.9% |
| 3Y | +131.9% | +225.1% | -93.2% | +81.7% |
| All | +131.9% | +225.6% | -93.6% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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