+178.3%
CHRW vs WYNN
+1.1%
+177.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +3.5% | -4.2% | +7.7% | +4.1% |
| 30D | +4.6% | -14.6% | +19.2% | +6.8% |
| 3M | -19.7% | -18.4% | -1.3% | -17.7% |
| 6M | -12.4% | -11.9% | -0.5% | -11.1% |
| YTD | -3.9% | -26.6% | +22.7% | -0.1% |
| 1Y | +18.4% | -28.5% | +46.9% | +23.2% |
| 3Y | +88.8% | -5.1% | +94.0% | +87.2% |
| 5Y | +93.5% | -10.5% | +104.0% | +88.5% |
| All | +178.3% | +1.1% | +177.2% | +163.4% |
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