+74.7%
CART vs WSM
+271.2%
-196.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +19.2% | +5.1% | +14.1% | +18.3% |
| 3M | +17.6% | +5.1% | +12.4% | +16.6% |
| 6M | +47.4% | +48.6% | -1.2% | +40.4% |
| YTD | +30.9% | +44.2% | -13.3% | +25.0% |
| 1Y | +46.0% | +38.1% | +7.9% | +40.0% |
| 3Y | +130.3% | +257.2% | -126.9% | +82.3% |
| All | +74.7% | +271.2% | -196.5% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling