+0.5%
CART vs WYNN
-26.8%
+27.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.5% |
| 7D | -8.7% | -3.4% | -5.2% | -8.3% |
| 30D | -4.4% | -15.4% | +11.1% | -2.5% |
| 3M | +14.6% | -15.8% | +30.4% | +16.9% |
| 6M | +24.4% | -13.5% | +37.9% | +26.0% |
| YTD | +5.0% | -26.0% | +31.0% | +8.4% |
| 1Y | +0.5% | -27.4% | +27.9% | +3.0% |
| All | +0.5% | -26.8% | +27.3% | +3.0% |
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