+72.5%
CART vs WST
+2.0%
+70.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | +3.0% | -3.1% | +6.1% | +3.2% |
| 30D | +28.6% | +9.1% | +19.5% | +27.6% |
| 3M | +29.1% | +14.7% | +14.4% | +27.6% |
| 6M | +44.7% | +28.0% | +16.7% | +41.7% |
| YTD | +29.2% | +45.6% | -16.4% | +24.9% |
| 1Y | +66.2% | +45.7% | +20.5% | +60.5% |
| 3Y | +112.8% | +21.1% | +91.7% | +98.7% |
| All | +72.5% | +2.0% | +70.4% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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