+72.5%
CART vs WY
-28.4%
+100.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.9% |
| 7D | +3.0% | +3.1% | -0.1% | +2.6% |
| 30D | +28.6% | +13.0% | +15.6% | +26.7% |
| 3M | +29.1% | -16.8% | +45.9% | +31.6% |
| 6M | +44.7% | -11.2% | +55.9% | +46.4% |
| YTD | +29.2% | -9.1% | +38.3% | +29.7% |
| 1Y | +66.2% | -4.8% | +70.9% | +65.0% |
| 3Y | +112.8% | -25.3% | +138.1% | +115.4% |
| All | +72.5% | -28.4% | +100.9% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling