+1,325.8%
CRWD vs WYNN
-20.1%
+1,345.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -3.0% | -4.2% | +1.2% | -1.9% |
| 30D | -6.8% | -14.6% | +7.8% | -3.2% |
| 3M | +19.6% | -18.4% | +38.0% | +25.4% |
| 6M | +87.1% | -11.9% | +99.0% | +91.4% |
| YTD | +76.4% | -26.6% | +103.0% | +89.3% |
| 1Y | +90.8% | -28.5% | +119.3% | +105.4% |
| 3Y | +380.0% | -5.1% | +385.1% | +366.8% |
| 5Y | +215.6% | -10.5% | +226.1% | +195.4% |
| All | +1,325.8% | -20.1% | +1,345.9% | +1,109.7% |
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