+73.5%
CART vs WWD
+161.2%
-87.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +0.3% | +0.4% | -0.2% | +0.2% |
| 30D | +22.4% | -0.4% | +22.8% | +22.4% |
| 3M | +15.6% | -6.1% | +21.7% | +16.3% |
| 6M | +44.9% | -9.5% | +54.4% | +46.0% |
| YTD | +30.0% | +10.8% | +19.2% | +24.0% |
| 1Y | +56.6% | +23.5% | +33.1% | +44.6% |
| 3Y | +131.9% | +151.3% | -19.3% | +94.0% |
| All | +73.5% | +161.2% | -87.7% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling