+111.0%
WFC vs CART
+37.6%
+73.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 6M | +7.4% | +32.1% | -24.8% | +4.3% |
| YTD | -7.5% | +28.5% | -36.0% | -10.2% |
| 1Y | -0.3% | +58.8% | -59.2% | -5.7% |
| 3Y | +117.2% | +114.8% | +2.4% | +96.7% |
| All | +111.0% | +37.6% | +73.4% | +96.0% |
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