+118.7%
WFC vs CART
+111.7%
+7.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.8% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +4.0% | +27.1% | -23.1% | +1.8% |
| 3M | -4.4% | +27.4% | -31.8% | -6.5% |
| 6M | +7.4% | +32.1% | -24.8% | +4.3% |
| YTD | -7.5% | +28.5% | -36.0% | -10.1% |
| 1Y | -0.3% | +58.8% | -59.2% | -5.7% |
| All | +118.7% | +111.7% | +7.0% | +100.5% |
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