+183.7%
COPX vs WYNN
+62.0%
+121.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -2.3% | -4.2% | +1.8% | -0.8% |
| 30D | +0.3% | -14.6% | +14.9% | +6.1% |
| 3M | +6.8% | -18.4% | +25.2% | +14.6% |
| 6M | +7.9% | -11.9% | +19.9% | +12.4% |
| YTD | +23.7% | -26.6% | +50.3% | +36.9% |
| 1Y | +71.5% | -28.5% | +100.1% | +89.6% |
| 3Y | +149.1% | -5.1% | +154.2% | +141.7% |
| 5Y | +167.3% | -10.5% | +177.8% | +149.8% |
| 10Y | +568.5% | +0.3% | +568.3% | +392.9% |
| All | +183.7% | +62.0% | +121.7% | +25.1% |
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 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