+395.2%
COR vs WYNN
+1.1%
+394.0%
-32.4%
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% | +0.3% |
| 7D | -2.8% | -4.2% | +1.4% | -2.5% |
| 30D | +2.6% | -14.6% | +17.2% | +4.0% |
| 3M | +14.5% | -18.4% | +32.9% | +16.6% |
| 6M | -7.8% | -11.9% | +4.1% | -6.9% |
| YTD | -4.2% | -26.6% | +22.4% | -1.8% |
| 1Y | +7.0% | -28.5% | +35.5% | +9.8% |
| 3Y | +85.5% | -5.1% | +90.6% | +82.6% |
| 5Y | +181.2% | -10.5% | +191.7% | +171.6% |
| All | +395.2% | +1.1% | +394.0% | +341.5% |
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 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