+777.2%
WDC vs CART
+39.2%
+738.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +9.8% |
| 7D | -14.4% | +1.5% | -15.9% | -14.5% |
| 30D | -27.1% | +22.4% | -49.5% | -28.1% |
| 3M | -33.3% | +16.5% | -49.8% | -34.0% |
| 6M | -39.6% | +44.9% | -84.5% | -41.7% |
| YTD | +68.4% | +30.0% | +38.4% | +64.3% |
| 1Y | +78.2% | +59.1% | +19.1% | +67.9% |
| 3Y | +772.0% | +138.8% | +633.2% | +664.6% |
| All | +777.2% | +39.2% | +738.0% | +644.5% |
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 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