+57.6%
WM vs CART
+40.2%
+17.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | +0.8% | -0.6% | +1.3% | +0.8% |
| 30D | +13.8% | +23.1% | -9.3% | +12.7% |
| 3M | +6.4% | +19.2% | -12.8% | +5.5% |
| 6M | +13.2% | +45.7% | -32.5% | +11.2% |
| YTD | +10.8% | +30.9% | -20.1% | +9.1% |
| 1Y | +20.2% | +50.2% | -30.0% | +17.5% |
| 3Y | +46.5% | +133.5% | -87.1% | +41.4% |
| All | +57.6% | +40.2% | +17.4% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling