+64.6%
WAT vs CART
+37.6%
+27.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -3.0% |
| 7D | -5.6% | +1.2% | -6.8% | -5.7% |
| 30D | +3.8% | +27.1% | -23.3% | +2.3% |
| 3M | +13.3% | +27.4% | -14.2% | +11.5% |
| 6M | +32.2% | +32.1% | +0.1% | +29.6% |
| YTD | +19.3% | +28.5% | -9.2% | +17.1% |
| 1Y | +21.8% | +58.8% | -37.0% | +17.3% |
| 3Y | +73.9% | +114.8% | -40.8% | +57.6% |
| All | +64.6% | +37.6% | +27.0% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling