+21.9%
COPX vs WYNN
-33.2%
+55.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.3% | +0.2% |
| 7D | -1.0% | +11.3% | -12.3% | -3.6% |
| 30D | -14.8% | +10.9% | -25.6% | -16.9% |
| 3M | -17.2% | -17.9% | +0.7% | -13.0% |
| 6M | -14.5% | -22.3% | +7.9% | -8.6% |
| YTD | -0.4% | -30.4% | +30.0% | +7.8% |
| 1Y | +21.9% | -31.5% | +53.4% | +32.1% |
| All | +21.9% | -33.2% | +55.1% | +32.1% |
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