+130.3%
CART vs WSM
+271.7%
-141.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.6% | -3.0% | +2.4% | -0.2% |
| 30D | +23.1% | +10.1% | +13.0% | +21.5% |
| 3M | +19.2% | +4.9% | +14.3% | +18.3% |
| 6M | +45.7% | +49.8% | -4.1% | +38.6% |
| YTD | +30.9% | +48.7% | -17.9% | +24.5% |
| 1Y | +50.2% | +38.7% | +11.5% | +43.9% |
| All | +130.3% | +271.7% | -141.4% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling