+640.2%
CAH vs WYNN
+1,166.9%
-526.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -5.1% | -4.2% | -0.9% | -4.5% |
| 30D | +0.2% | -14.6% | +14.8% | +2.5% |
| 3M | +6.3% | -18.4% | +24.7% | +9.4% |
| 6M | +9.4% | -11.9% | +21.3% | +11.1% |
| YTD | +15.0% | -26.6% | +41.5% | +19.6% |
| 1Y | +55.4% | -28.5% | +84.0% | +61.9% |
| 3Y | +173.8% | -5.1% | +178.9% | +167.9% |
| 5Y | +395.2% | -10.5% | +405.7% | +372.8% |
| 10Y | +293.2% | +0.3% | +292.9% | +237.7% |
| All | +640.2% | +1,166.9% | -526.6% | +391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling