+73.5%
CART vs WWD
+160.2%
-86.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | 0.0% |
| 7D | +1.5% | +4.2% | -2.7% | +1.0% |
| 30D | +22.4% | -0.8% | +23.2% | +22.4% |
| 3M | +16.5% | -8.2% | +24.7% | +17.5% |
| 6M | +44.9% | -9.8% | +54.7% | +46.0% |
| YTD | +30.0% | +10.4% | +19.6% | +24.0% |
| 1Y | +59.1% | +25.5% | +33.6% | +46.2% |
| 3Y | +138.8% | +155.8% | -17.0% | +100.1% |
| All | +73.5% | +160.2% | -86.8% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling