+42.4%
CART vs WSM
+231.9%
-189.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.0% |
| 7D | -4.1% | +2.6% | -6.7% | -4.4% |
| 30D | -4.3% | -9.5% | +5.2% | -3.2% |
| 3M | +13.1% | +12.9% | +0.2% | +11.6% |
| 6M | +26.0% | +23.0% | +3.0% | +22.9% |
| YTD | +6.7% | +28.9% | -22.2% | +3.4% |
| 1Y | +6.3% | +13.7% | -7.4% | +4.5% |
| All | +42.4% | +231.9% | -189.5% | +14.1% |
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