+67.9%
WAT vs CART
+39.2%
+28.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.8% |
| 7D | +2.0% | +1.2% | +0.8% | +1.9% |
| 30D | +7.7% | +17.8% | -10.1% | +6.6% |
| 3M | +11.1% | +20.7% | -9.6% | +9.7% |
| 6M | +31.2% | +49.7% | -18.5% | +27.7% |
| YTD | +21.7% | +30.0% | -8.3% | +19.4% |
| 1Y | +19.3% | +48.4% | -29.1% | +15.6% |
| 3Y | +80.6% | +132.0% | -51.4% | +62.8% |
| All | +67.9% | +39.2% | +28.7% | +55.1% |
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