+338.5%
COP vs WYNN
+1.1%
+337.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +2.3% | -4.2% | +6.5% | +3.7% |
| 30D | +8.6% | -14.6% | +23.2% | +14.0% |
| 3M | +19.9% | -18.4% | +38.3% | +27.3% |
| 6M | +19.0% | -11.9% | +30.9% | +22.2% |
| YTD | +50.0% | -26.6% | +76.5% | +62.6% |
| 1Y | +50.5% | -28.5% | +79.0% | +63.0% |
| 3Y | +25.2% | -5.1% | +30.3% | +19.1% |
| 5Y | +194.3% | -10.5% | +204.8% | +166.6% |
| All | +338.5% | +1.1% | +337.4% | +246.8% |
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