+685.0%
WULF vs CART
+39.2%
+645.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +0.2% | +0.3% | 0.0% | +0.3% |
| 30D | -8.8% | +22.4% | -31.2% | -15.2% |
| 3M | -22.5% | +15.6% | -38.1% | -27.0% |
| 6M | -46.3% | +44.9% | -91.2% | -54.5% |
| YTD | +9.3% | +30.0% | -20.7% | -4.6% |
| 1Y | -12.2% | +56.6% | -68.8% | -30.7% |
| 3Y | +1,181.6% | +131.9% | +1,049.7% | +623.4% |
| All | +685.0% | +39.2% | +645.8% | +375.7% |
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