+104.1%
CELH vs WYNN
+45.5%
+58.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | -11.2% | -4.2% | -7.0% | -10.5% |
| 30D | -1.4% | -14.6% | +13.2% | +1.5% |
| 3M | -4.2% | -18.4% | +14.3% | -0.5% |
| 6M | -40.5% | -11.9% | -28.5% | -39.1% |
| YTD | -40.5% | -26.6% | -13.9% | -37.2% |
| 1Y | -53.0% | -28.5% | -24.5% | -50.3% |
| 3Y | -59.1% | -5.1% | -53.9% | -59.2% |
| 5Y | -10.7% | -10.5% | -0.2% | -11.5% |
| 10Y | +3,788.6% | +0.3% | +3,788.3% | +3,558.1% |
| All | +104.1% | +45.5% | +58.6% | +100.2% |
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