+848.4%
WDC vs CART
+40.2%
+808.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.7% | +8.3% |
| 7D | -3.2% | -0.6% | -2.7% | -3.2% |
| 30D | -19.0% | +23.1% | -42.1% | -20.2% |
| 3M | -28.4% | +19.2% | -47.6% | -29.4% |
| 6M | -39.2% | +45.7% | -84.9% | -41.4% |
| YTD | +82.1% | +30.9% | +51.2% | +77.5% |
| 1Y | +84.7% | +50.2% | +34.5% | +75.8% |
| 3Y | +825.6% | +133.5% | +692.1% | +713.2% |
| All | +848.4% | +40.2% | +808.2% | +704.6% |
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 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