+55.7%
CART vs WY
-5.3%
+61.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.4% |
| 7D | +3.0% | +3.1% | -0.1% | +3.1% |
| 30D | +28.6% | +13.0% | +15.6% | +29.6% |
| 3M | +29.1% | -16.8% | +45.9% | +25.8% |
| 6M | +44.7% | -11.2% | +55.9% | +43.6% |
| YTD | +29.2% | -9.1% | +38.3% | +30.8% |
| All | +55.7% | -5.3% | +61.0% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling