+210.2%
WELL vs CART
+38.4%
+171.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | +4.4% | +3.0% | +1.5% | +4.4% |
| 30D | +10.8% | +28.6% | -17.8% | +10.1% |
| 3M | +4.2% | +29.1% | -24.9% | +3.5% |
| 6M | +14.0% | +44.7% | -30.7% | +12.8% |
| YTD | +33.4% | +29.2% | +4.2% | +32.5% |
| 1Y | +32.4% | +66.2% | -33.7% | +29.9% |
| 3Y | +194.7% | +112.8% | +81.9% | +182.3% |
| All | +210.2% | +38.4% | +171.8% | +196.2% |
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 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