+56.6%
CART vs WTW
+4.1%
+52.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | +0.3% | +1.6% | -1.3% | -0.2% |
| 30D | +22.4% | +12.4% | +10.1% | +18.4% |
| 3M | +15.6% | -2.6% | +18.3% | +16.0% |
| 6M | +44.9% | +30.8% | +14.2% | +36.6% |
| YTD | +30.0% | +2.3% | +27.6% | +32.4% |
| 1Y | +56.6% | +4.9% | +51.8% | +56.3% |
| All | +56.6% | +4.1% | +52.5% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling