+358.9%
CBOE vs WYNN
+1.1%
+357.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | -5.8% | -4.2% | -1.6% | -5.5% |
| 30D | -3.1% | -14.6% | +11.5% | -1.8% |
| 3M | -4.8% | -18.4% | +13.7% | -3.1% |
| 6M | -0.6% | -11.9% | +11.4% | +0.3% |
| YTD | +12.8% | -26.6% | +39.4% | +15.5% |
| 1Y | +19.8% | -28.5% | +48.3% | +22.7% |
| 3Y | +86.9% | -5.1% | +92.1% | +83.4% |
| 5Y | +136.5% | -10.5% | +147.0% | +127.6% |
| All | +358.9% | +1.1% | +357.7% | +307.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling