+14.6%
COST vs WYNN
-34.2%
+48.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +2.0% |
| 7D | +7.1% | +6.9% | +0.3% | +6.8% |
| 30D | +14.1% | +3.5% | +10.5% | +13.7% |
| 3M | +13.3% | -21.4% | +34.7% | +13.6% |
| 6M | +5.2% | -25.0% | +30.1% | +5.7% |
| YTD | +24.3% | -33.6% | +57.9% | +24.8% |
| 1Y | +14.6% | -36.0% | +50.7% | +15.3% |
| All | +14.6% | -34.2% | +48.8% | +15.3% |
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