+48.7%
WAT vs CART
+21.6%
+27.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.9% |
| 7D | -1.3% | +1.0% | -2.3% | -1.3% |
| 30D | +2.3% | +12.6% | -10.3% | +1.6% |
| 3M | +8.7% | +23.1% | -14.4% | +7.2% |
| 6M | +28.3% | +39.5% | -11.2% | +25.2% |
| YTD | +7.8% | +13.5% | -5.8% | +6.7% |
| 1Y | +36.6% | +14.9% | +21.7% | +34.8% |
| All | +48.7% | +21.6% | +27.1% | +38.6% |
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