+112.8%
CART vs WSM
+245.0%
-132.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.8% |
| 7D | +3.0% | +0.5% | +2.4% | +2.9% |
| 30D | +28.6% | +6.0% | +22.6% | +27.5% |
| 3M | +29.1% | +3.2% | +25.9% | +28.4% |
| 6M | +44.7% | +37.1% | +7.6% | +39.1% |
| YTD | +29.2% | +44.2% | -15.0% | +23.2% |
| 1Y | +66.2% | +34.2% | +31.9% | +59.8% |
| 3Y | +112.8% | +249.3% | -136.4% | +41.0% |
| All | +112.8% | +245.0% | -132.2% | +41.0% |
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