-48.4%
WDC vs CART
+25.2%
-73.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.4% | -14.9% | -17.7% |
| 7D | -32.3% | +1.2% | -33.5% | -32.0% |
| 30D | -34.9% | +27.1% | -62.0% | -30.3% |
| 3M | -48.4% | +27.4% | -75.9% | -44.5% |
| All | -48.4% | +25.2% | -73.6% | -44.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling