+95.5%
WBD vs CART
-13.4%
+108.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +6.7% | -3.7% | +10.4% | +7.2% |
| 30D | +19.3% | -3.9% | +23.1% | +19.9% |
| 3M | +78.9% | -24.1% | +103.0% | +84.6% |
| 6M | +171.9% | -22.7% | +194.6% | +178.5% |
| YTD | +115.3% | -12.1% | +127.5% | +111.2% |
| 1Y | +177.2% | -20.2% | +197.4% | +175.6% |
| All | +95.5% | -13.4% | +108.9% | +65.2% |
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