+394.0%
CAH vs WYNN
-11.0%
+405.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -5.1% | -4.2% | -0.9% | -4.8% |
| 30D | +0.2% | -14.6% | +14.8% | +1.3% |
| 3M | +6.3% | -18.4% | +24.7% | +7.8% |
| 6M | +9.4% | -11.9% | +21.3% | +10.3% |
| YTD | +15.0% | -26.6% | +41.5% | +17.4% |
| 1Y | +55.4% | -28.5% | +84.0% | +58.8% |
| 3Y | +173.8% | -5.1% | +178.9% | +170.0% |
| All | +394.0% | -11.0% | +405.0% | +377.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling