+112.8%
CART vs WST
+19.1%
+93.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +27.8% |
| 3M | +29.1% | +14.7% | +14.4% | +27.8% |
| 6M | +44.7% | +28.0% | +16.7% | +42.2% |
| YTD | +29.2% | +45.6% | -16.4% | +25.4% |
| 1Y | +66.2% | +45.7% | +20.5% | +61.3% |
| 3Y | +112.8% | +21.1% | +91.7% | +97.0% |
| All | +112.8% | +19.1% | +93.7% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling