+775.4%
WDC vs CART
+39.2%
+736.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -16.7% | +0.3% | -17.0% | -16.7% |
| 30D | -27.2% | +22.4% | -49.6% | -28.2% |
| 3M | -34.0% | +15.6% | -49.6% | -34.7% |
| 6M | -39.7% | +44.9% | -84.6% | -41.9% |
| YTD | +68.1% | +30.0% | +38.1% | +63.9% |
| 1Y | +66.3% | +56.6% | +9.7% | +57.1% |
| 3Y | +754.4% | +131.9% | +622.5% | +650.9% |
| All | +775.4% | +39.2% | +736.2% | +643.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling