+316.5%
CHTR vs WYNN
+112.5%
+204.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -4.1% | -4.2% | +0.1% | -3.4% |
| 30D | -3.0% | -14.6% | +11.7% | -0.5% |
| 3M | +4.8% | -18.4% | +23.2% | +8.1% |
| 6M | -35.0% | -11.9% | -23.1% | -33.9% |
| YTD | -30.2% | -26.6% | -3.6% | -27.0% |
| 1Y | -44.8% | -28.5% | -16.2% | -42.2% |
| 3Y | -66.6% | -5.1% | -61.4% | -67.1% |
| 5Y | -81.5% | -10.5% | -71.0% | -82.2% |
| 10Y | -44.8% | +0.3% | -45.1% | -52.9% |
| All | +316.5% | +112.5% | +204.0% | +211.5% |
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