+42.4%
CART vs WTW
+61.8%
-19.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.2% | -5.4% |
| 7D | -4.1% | -2.7% | -1.4% | -3.5% |
| 30D | -4.3% | -5.6% | +1.3% | -3.1% |
| 3M | +13.1% | +26.5% | -13.4% | +8.1% |
| 6M | +26.0% | +8.1% | +17.9% | +24.1% |
| YTD | +6.7% | -0.3% | +7.0% | +6.5% |
| 1Y | +6.3% | -0.9% | +7.1% | +6.0% |
| All | +42.4% | +61.8% | -19.4% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling