-43.3%
CHWY vs WYNN
-28.3%
-14.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.8% |
| 7D | -13.6% | -4.2% | -9.4% | -12.4% |
| 30D | -8.5% | -14.6% | +6.1% | -4.0% |
| 3M | +8.9% | -18.4% | +27.3% | +16.1% |
| 6M | -20.5% | -11.9% | -8.6% | -17.4% |
| YTD | -38.2% | -26.6% | -11.6% | -32.8% |
| 1Y | -43.3% | -28.5% | -14.7% | -37.5% |
| All | -43.3% | -28.3% | -14.9% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling