+1,521.4%
CHRW vs WYNN
+1,203.4%
+318.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | +4.1% | -1.4% | +5.5% | +4.3% |
| 30D | +1.9% | -11.8% | +13.6% | +4.2% |
| 3M | -21.2% | -15.8% | -5.3% | -18.8% |
| 6M | -16.7% | -10.7% | -6.0% | -15.2% |
| YTD | -5.4% | -24.5% | +19.1% | -0.6% |
| 1Y | +21.2% | -25.0% | +46.2% | +27.0% |
| 3Y | +86.5% | -1.8% | +88.2% | +82.3% |
| 5Y | +93.0% | -10.0% | +103.1% | +84.2% |
| 10Y | +174.5% | +3.2% | +171.3% | +123.7% |
| All | +1,521.4% | +1,203.4% | +318.0% | +660.7% |
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