+1,322.5%
CSCO vs WYNN
+1,177.3%
+145.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | -1.1% | -3.4% | +2.4% | -0.3% |
| 30D | -10.8% | -15.4% | +4.6% | -7.6% |
| 3M | -9.2% | -15.8% | +6.6% | -6.0% |
| 6M | +39.5% | -13.5% | +53.0% | +43.1% |
| YTD | +41.5% | -26.0% | +67.5% | +50.0% |
| 1Y | +61.0% | -27.4% | +88.3% | +70.5% |
| 3Y | +105.2% | -3.7% | +108.9% | +100.4% |
| 5Y | +113.4% | -9.8% | +123.2% | +102.3% |
| 10Y | +368.7% | +1.1% | +367.6% | +282.1% |
| All | +1,322.5% | +1,177.3% | +145.2% | +531.9% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling