+49.3%
WM vs CART
+111.7%
-62.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | +4.5% | +1.2% | +3.3% | +4.4% |
| 30D | +16.1% | +27.1% | -11.0% | +14.6% |
| 3M | +8.0% | +27.4% | -19.4% | +6.6% |
| 6M | +8.4% | +32.1% | -23.7% | +6.7% |
| YTD | +11.2% | +28.5% | -17.3% | +9.4% |
| 1Y | +22.3% | +58.8% | -36.5% | +18.7% |
| All | +49.3% | +111.7% | -62.4% | +42.0% |
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 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