+37.5%
SW vs CART
+37.6%
-0.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.4% |
| 7D | +4.7% | +1.2% | +3.5% | +4.6% |
| 30D | +5.0% | +27.1% | -22.1% | +3.4% |
| 3M | -7.3% | +27.4% | -34.8% | -8.8% |
| 6M | +15.0% | +32.1% | -17.1% | +12.8% |
| YTD | +18.5% | +28.5% | -10.0% | +16.4% |
| 1Y | +27.1% | +58.8% | -31.7% | +22.3% |
| 3Y | +49.3% | +114.8% | -65.4% | +36.3% |
| All | +37.5% | +37.6% | -0.1% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling