+800.0%
CDW vs WYNN
-11.8%
+811.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | -4.2% | -1.4% | -2.8% | -3.9% |
| 30D | +4.9% | -11.8% | +16.6% | +7.7% |
| 3M | +7.3% | -15.8% | +23.1% | +11.2% |
| 6M | +19.2% | -10.7% | +29.9% | +21.7% |
| YTD | +6.2% | -24.5% | +30.7% | +12.6% |
| 1Y | -14.0% | -25.0% | +11.0% | -9.1% |
| 3Y | -30.0% | -1.8% | -28.2% | -31.7% |
| 5Y | -23.6% | -10.0% | -13.6% | -27.0% |
| 10Y | +269.4% | +3.2% | +266.2% | +216.6% |
| All | +800.0% | -11.8% | +811.8% | +751.8% |
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