+36.5%
WELL vs CART
+61.3%
-24.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.3% | +2.8% |
| 7D | +9.2% | +1.4% | +7.8% | +9.2% |
| 30D | +10.6% | +29.7% | -19.0% | +11.3% |
| 3M | +7.5% | +29.7% | -22.2% | +8.3% |
| 6M | +15.0% | +36.8% | -21.8% | +16.5% |
| YTD | +35.0% | +31.7% | +3.4% | +37.5% |
| 1Y | +36.5% | +62.4% | -25.9% | +39.7% |
| All | +36.5% | +61.3% | -24.8% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling