-21.9%
CLX vs WYNN
-26.4%
+4.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -9.2% | -3.9% | -5.3% | -8.9% |
| 30D | -11.0% | -9.3% | -1.8% | -10.4% |
| 3M | +5.0% | -11.4% | +16.5% | +6.0% |
| 6M | -18.8% | -11.0% | -7.9% | -18.2% |
| YTD | -4.4% | -23.4% | +19.0% | -5.1% |
| 1Y | -21.9% | -24.8% | +3.0% | -22.3% |
| All | -21.9% | -26.4% | +4.5% | -22.3% |
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