+74.7%
CART vs WWD
+157.9%
-83.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +1.3% | +4.0% | -2.7% | +0.8% |
| 30D | +19.2% | +0.4% | +18.8% | +19.0% |
| 3M | +17.6% | -7.9% | +25.5% | +18.5% |
| 6M | +47.4% | -10.6% | +58.0% | +48.7% |
| YTD | +30.9% | +9.4% | +21.5% | +25.0% |
| 1Y | +46.0% | +25.7% | +20.2% | +34.0% |
| 3Y | +130.3% | +148.5% | -18.2% | +93.0% |
| All | +74.7% | +157.9% | -83.2% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling