+210.8%
WELL vs CART
+37.6%
+173.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -1.0% |
| 7D | +5.3% | +1.2% | +4.1% | +5.2% |
| 30D | +8.7% | +27.1% | -18.4% | +8.0% |
| 3M | +3.8% | +27.4% | -23.6% | +3.2% |
| 6M | +15.4% | +32.1% | -16.8% | +14.4% |
| YTD | +33.7% | +28.5% | +5.2% | +32.7% |
| 1Y | +33.6% | +58.8% | -25.2% | +31.4% |
| 3Y | +194.2% | +114.8% | +79.5% | +181.5% |
| All | +210.8% | +37.6% | +173.2% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling