+14.9%
CART vs WWD
+41.9%
-27.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.2% |
| 7D | +1.0% | +1.3% | -0.2% | +1.1% |
| 30D | +12.6% | -7.2% | +19.8% | +12.3% |
| 3M | +23.1% | -3.8% | +27.0% | +23.1% |
| 6M | +39.5% | -9.9% | +49.4% | +39.3% |
| YTD | +13.5% | +14.8% | -1.3% | +12.3% |
| 1Y | +14.9% | +42.1% | -27.2% | +6.0% |
| All | +14.9% | +41.9% | -27.0% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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