+8.9%
CAT vs WYNN
-32.5%
+41.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.1% | -11.3% | -6.0% |
| 7D | -17.1% | +15.4% | -32.5% | -19.0% |
| 30D | -30.1% | +6.8% | -36.9% | -30.6% |
| 3M | -32.4% | -15.4% | -17.0% | -28.9% |
| 6M | -32.1% | -20.0% | -12.2% | -27.8% |
| YTD | +4.1% | -31.0% | +35.1% | +14.5% |
| 1Y | +8.9% | -31.5% | +40.4% | +19.1% |
| All | +8.9% | -32.5% | +41.4% | +19.1% |
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