+134.0%
WBD vs CART
-3.8%
+137.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +1.0% | -6.7% | +7.7% | +1.8% |
| 30D | -0.7% | +3.0% | -3.7% | -1.3% |
| 3M | -2.7% | +22.7% | -25.4% | -5.6% |
| 6M | +18.2% | +3.1% | +15.1% | +16.9% |
| YTD | -5.5% | -10.2% | +4.7% | -4.5% |
| 1Y | +200.3% | -7.7% | +208.0% | +196.6% |
| All | +134.0% | -3.8% | +137.8% | +93.5% |
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