+51.5%
CART vs WWD
+170.6%
-119.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.4% |
| 7D | +1.0% | +1.3% | -0.2% | +0.9% |
| 30D | +12.6% | -7.2% | +19.8% | +13.6% |
| 3M | +23.1% | -3.8% | +27.0% | +23.2% |
| 6M | +39.5% | -9.9% | +49.4% | +40.5% |
| YTD | +13.5% | +14.8% | -1.3% | +7.9% |
| 1Y | +14.9% | +42.1% | -27.2% | +2.6% |
| All | +51.5% | +170.6% | -119.1% | +24.8% |
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