+52.2%
WEC vs CART
+40.2%
+12.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.9% |
| 7D | +2.3% | +1.3% | +1.0% | +2.3% |
| 30D | +11.1% | +19.2% | -8.1% | +10.6% |
| 3M | +8.4% | +17.6% | -9.1% | +8.0% |
| 6M | +7.5% | +47.4% | -39.9% | +6.4% |
| YTD | +15.3% | +30.9% | -15.5% | +14.4% |
| 1Y | +9.7% | +46.0% | -36.2% | +8.4% |
| 3Y | +64.7% | +130.3% | -65.7% | +55.4% |
| All | +52.2% | +40.2% | +12.1% | +46.2% |
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 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