+128.8%
CART vs WY
-24.9%
+153.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | +1.2% | -5.4% | +6.6% | +1.7% |
| 30D | +17.8% | +7.9% | +9.9% | +16.9% |
| 3M | +20.7% | -16.6% | +37.3% | +22.4% |
| 6M | +49.7% | -11.2% | +60.9% | +51.0% |
| YTD | +30.0% | -11.3% | +41.3% | +30.6% |
| 1Y | +48.4% | -5.5% | +53.9% | +47.4% |
| All | +128.8% | -24.9% | +153.7% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling