+45.9%
CSCO vs WYNN
-32.5%
+78.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.4% | 0.0% |
| 7D | -6.1% | +15.4% | -21.5% | -7.5% |
| 30D | -8.2% | +6.8% | -14.9% | -8.7% |
| 3M | -14.6% | -15.4% | +0.8% | -12.1% |
| 6M | +12.7% | -20.0% | +32.7% | +16.7% |
| YTD | +37.0% | -31.0% | +68.0% | +46.7% |
| 1Y | +45.9% | -31.5% | +77.4% | +57.4% |
| All | +45.9% | -32.5% | +78.4% | +57.4% |
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