+72.5%
CART vs WWD
+148.0%
-75.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.1% |
| 7D | +3.0% | +4.2% | -1.2% | +2.4% |
| 30D | +28.6% | -2.1% | +30.7% | +28.8% |
| 3M | +29.1% | -13.2% | +42.2% | +31.1% |
| 6M | +44.7% | -16.9% | +61.6% | +47.5% |
| YTD | +29.2% | +5.2% | +24.0% | +24.1% |
| 1Y | +66.2% | +20.6% | +45.6% | +53.3% |
| 3Y | +112.8% | +146.3% | -33.5% | +79.9% |
| All | +72.5% | +148.0% | -75.6% | +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 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