+72.7%
WAT vs CART
+39.2%
+33.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | +9.6% | +22.4% | -12.8% | +8.3% |
| 3M | +15.5% | +15.6% | -0.2% | +14.4% |
| 6M | +33.9% | +44.9% | -11.0% | +30.6% |
| YTD | +25.2% | +30.0% | -4.8% | +22.9% |
| 1Y | +26.3% | +56.6% | -30.4% | +21.8% |
| 3Y | +85.8% | +131.9% | -46.1% | +67.5% |
| All | +72.7% | +39.2% | +33.5% | +59.5% |
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