+50.3%
WEC vs CART
+39.2%
+11.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +12.8% | +22.4% | -9.6% | +12.2% |
| 3M | +11.2% | +15.6% | -4.4% | +10.8% |
| 6M | +6.6% | +44.9% | -38.3% | +5.5% |
| YTD | +13.8% | +30.0% | -16.2% | +12.9% |
| 1Y | +7.6% | +56.6% | -49.0% | +6.0% |
| 3Y | +62.2% | +131.9% | -69.7% | +52.9% |
| All | +50.3% | +39.2% | +11.0% | +44.3% |
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