+2.6%
CART vs WTW
-4.1%
+6.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -2.0% |
| 7D | -9.5% | -7.1% | -2.4% | -8.0% |
| 30D | -7.8% | -8.5% | +0.8% | -6.0% |
| 3M | +10.4% | +20.6% | -10.1% | +7.4% |
| 6M | +20.1% | +7.2% | +12.8% | +19.1% |
| YTD | +3.7% | -3.9% | +7.6% | +4.9% |
| 1Y | +2.6% | -3.6% | +6.2% | +4.2% |
| All | +2.6% | -4.1% | +6.7% | +4.2% |
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