+116.4%
WFC vs CART
+112.9%
+3.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +0.6% | +3.0% | -2.3% | +0.4% |
| 30D | +4.6% | +28.6% | -24.0% | +2.3% |
| 3M | -3.6% | +29.1% | -32.7% | -5.9% |
| 6M | +5.6% | +44.7% | -39.1% | +1.7% |
| YTD | -8.5% | +29.2% | -37.7% | -11.1% |
| 1Y | -0.3% | +66.2% | -66.5% | -6.1% |
| 3Y | +116.4% | +112.8% | +3.6% | +98.4% |
| All | +116.4% | +112.9% | +3.6% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling