+214.7%
WELL vs CART
+39.2%
+175.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.0% | +0.3% | +2.8% | +3.0% |
| 30D | +10.2% | +22.4% | -12.2% | +9.6% |
| 3M | +6.1% | +15.6% | -9.5% | +5.7% |
| 6M | +16.6% | +44.9% | -28.3% | +15.4% |
| YTD | +35.3% | +30.0% | +5.3% | +34.4% |
| 1Y | +31.5% | +56.6% | -25.2% | +29.4% |
| 3Y | +206.5% | +131.9% | +74.5% | +192.4% |
| All | +214.7% | +39.2% | +175.5% | +200.3% |
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 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