+21.4%
WBD vs CART
+20.5%
+0.9%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.9% |
| 7D | +1.0% | +3.6% | -2.6% | +0.9% |
| 30D | -0.4% | +12.8% | -13.2% | -0.8% |
| 3M | +1.7% | +27.3% | -25.6% | +0.7% |
| YTD | -5.6% | -2.8% | -2.8% | -5.1% |
| All | +21.4% | +20.5% | +0.9% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling