+724.2%
WDC vs CART
+111.7%
+612.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.4% | -14.9% | -17.2% |
| 7D | -32.3% | +1.2% | -33.5% | -32.3% |
| 30D | -34.9% | +27.1% | -62.0% | -35.8% |
| 3M | -48.4% | +27.4% | -75.9% | -49.4% |
| 6M | -42.4% | +32.1% | -74.6% | -43.9% |
| YTD | +55.5% | +28.5% | +27.0% | +52.3% |
| 1Y | +67.5% | +58.8% | +8.7% | +58.0% |
| All | +724.2% | +111.7% | +612.5% | +626.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling