+112.8%
CART vs WTW
+44.3%
+68.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +1.1% |
| 7D | +3.0% | +1.4% | +1.6% | +2.6% |
| 30D | +28.6% | +13.1% | +15.4% | +24.5% |
| 3M | +29.1% | -3.0% | +32.0% | +29.8% |
| 6M | +44.7% | +31.2% | +13.5% | +35.8% |
| YTD | +29.2% | +1.1% | +28.1% | +28.3% |
| 1Y | +66.2% | +3.4% | +62.7% | +64.1% |
| 3Y | +112.8% | +44.7% | +68.1% | +118.0% |
| All | +112.8% | +44.3% | +68.5% | +118.0% |
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