+62.4%
CART vs WYNN
-32.5%
+94.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +0.6% |
| 7D | +1.4% | +15.4% | -14.0% | -0.8% |
| 30D | +29.7% | +6.8% | +22.9% | +28.2% |
| 3M | +29.7% | -15.4% | +45.1% | +32.3% |
| 6M | +36.8% | -20.0% | +56.8% | +40.1% |
| YTD | +31.7% | -31.0% | +62.7% | +38.2% |
| 1Y | +62.4% | -31.5% | +93.9% | +69.3% |
| All | +62.4% | -32.5% | +94.8% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling