+40.2%
CART vs WTW
+56.9%
-16.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | -8.7% | -7.8% | -0.9% | -7.0% |
| 30D | -4.4% | -7.9% | +3.5% | -2.6% |
| 3M | +14.6% | +19.9% | -5.3% | +10.8% |
| 6M | +24.4% | +9.8% | +14.6% | +22.1% |
| YTD | +5.0% | -3.3% | +8.4% | +5.5% |
| 1Y | +0.5% | -3.3% | +3.8% | +0.8% |
| All | +40.2% | +56.9% | -16.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WTW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling