+73.2%
WAT vs CART
+39.2%
+34.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | +6.0% | +1.5% | +4.5% | +6.0% |
| 30D | +9.9% | +22.4% | -12.5% | +8.5% |
| 3M | +17.2% | +16.5% | +0.6% | +16.0% |
| 6M | +34.2% | +44.9% | -10.6% | +30.9% |
| YTD | +25.5% | +30.0% | -4.5% | +23.2% |
| 1Y | +28.3% | +59.1% | -30.8% | +23.6% |
| 3Y | +88.4% | +138.8% | -50.4% | +69.5% |
| All | +73.2% | +39.2% | +34.0% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling