+41.5%
SW vs CART
+21.6%
+20.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.3% |
| 7D | -5.1% | +1.0% | -6.1% | -5.2% |
| 30D | -4.6% | +12.6% | -17.2% | -5.3% |
| 3M | +9.4% | +23.1% | -13.7% | +7.9% |
| 6M | +3.5% | +39.5% | -36.0% | +0.9% |
| YTD | +22.0% | +13.5% | +8.5% | +20.8% |
| 1Y | +2.2% | +14.9% | -12.7% | +0.7% |
| All | +41.5% | +21.6% | +20.0% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling