+1,314.6%
WDC vs CART
+21.6%
+1,293.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.1% | +6.0% |
| 7D | +1.7% | +1.0% | +0.7% | +1.6% |
| 30D | -10.0% | +12.6% | -22.6% | -11.0% |
| 3M | -18.8% | +23.1% | -41.9% | -20.6% |
| 6M | +79.0% | +39.5% | +39.5% | +71.6% |
| YTD | +171.6% | +13.5% | +158.0% | +167.5% |
| 1Y | +417.4% | +14.9% | +402.5% | +406.1% |
| All | +1,314.6% | +21.6% | +1,293.0% | +1,112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling