+117.6%
WFC vs CART
+41.0%
+76.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.7% | +2.1% |
| 7D | +4.5% | +1.4% | +3.1% | +4.4% |
| 30D | +7.4% | +29.7% | -22.3% | +4.8% |
| 3M | -0.5% | +29.7% | -30.2% | -3.0% |
| 6M | +11.7% | +36.8% | -25.1% | +8.1% |
| YTD | -4.6% | +31.7% | -36.3% | -7.6% |
| 1Y | +2.5% | +62.4% | -59.8% | -3.2% |
| 3Y | +123.9% | +120.1% | +3.9% | +102.4% |
| All | +117.6% | +41.0% | +76.6% | +101.6% |
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