+2,605.3%
COR vs WYNN
+1,177.3%
+1,428.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -4.8% | -3.4% | -1.4% | -4.5% |
| 30D | -3.7% | -15.4% | +11.7% | -2.0% |
| 3M | +14.3% | -15.8% | +30.1% | +16.3% |
| 6M | -8.5% | -13.5% | +5.0% | -7.3% |
| YTD | -4.4% | -26.0% | +21.6% | -1.7% |
| 1Y | +9.1% | -27.4% | +36.5% | +12.2% |
| 3Y | +85.2% | -3.7% | +88.9% | +81.7% |
| 5Y | +180.7% | -9.8% | +190.4% | +170.3% |
| 10Y | +403.7% | +1.1% | +402.6% | +347.3% |
| All | +2,605.3% | +1,177.3% | +1,428.0% | +1,906.5% |
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 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