+73.5%
CART vs WU
-26.8%
+100.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.1% |
| 7D | +0.3% | +11.0% | -10.8% | -1.1% |
| 30D | +22.4% | +13.4% | +9.0% | +20.3% |
| 3M | +15.6% | +2.2% | +13.4% | +15.2% |
| 6M | +44.9% | -18.2% | +63.1% | +48.1% |
| YTD | +30.0% | -18.3% | +48.3% | +32.5% |
| 1Y | +56.6% | -12.2% | +68.8% | +57.7% |
| 3Y | +131.9% | -20.8% | +152.7% | +132.7% |
| All | +73.5% | -26.8% | +100.3% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling