+71.5%
CART vs WST
+0.2%
+71.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -2.1% |
| 7D | +1.2% | -5.8% | +7.0% | +1.7% |
| 30D | +27.1% | +5.3% | +21.8% | +26.5% |
| 3M | +27.4% | +11.8% | +15.6% | +26.2% |
| 6M | +32.1% | +26.7% | +5.4% | +29.5% |
| YTD | +28.5% | +43.0% | -14.5% | +24.3% |
| 1Y | +58.8% | +38.9% | +20.0% | +54.0% |
| 3Y | +114.8% | +18.2% | +96.6% | +101.4% |
| All | +71.5% | +0.2% | +71.3% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling