+142.7%
WBD vs CART
+21.6%
+121.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.3% |
| 7D | -1.8% | +1.0% | -2.9% | -1.9% |
| 30D | +8.8% | +12.6% | -3.8% | +7.2% |
| 3M | +4.6% | +23.1% | -18.5% | +1.8% |
| 6M | +1.1% | +39.5% | -38.5% | -3.6% |
| YTD | -2.0% | +13.5% | -15.5% | -4.0% |
| 1Y | +140.0% | +14.9% | +125.1% | +133.6% |
| All | +142.7% | +21.6% | +121.1% | +94.5% |
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 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