+3,679.6%
COST vs WYNN
+1,166.9%
+2,512.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.2% | -4.2% | +3.0% | -0.7% |
| 30D | -4.7% | -14.6% | +9.9% | -2.8% |
| 3M | -7.1% | -18.4% | +11.3% | -4.8% |
| 6M | -8.5% | -11.9% | +3.4% | -7.3% |
| YTD | +5.4% | -26.6% | +32.0% | +9.0% |
| 1Y | -5.6% | -28.5% | +22.9% | -2.3% |
| 3Y | +68.5% | -5.1% | +73.6% | +65.6% |
| 5Y | +105.2% | -10.5% | +115.7% | +97.7% |
| 10Y | +610.7% | +0.3% | +610.4% | +511.1% |
| All | +3,679.6% | +1,166.9% | +2,512.7% | +1,806.8% |
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