+379.9%
CSCO vs WYNN
+1.1%
+378.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.5% |
| 7D | +2.7% | -4.2% | +6.9% | +3.5% |
| 30D | -9.5% | -14.6% | +5.1% | -6.8% |
| 3M | -7.6% | -18.4% | +10.8% | -4.2% |
| 6M | +44.9% | -11.9% | +56.8% | +47.6% |
| YTD | +47.7% | -26.6% | +74.3% | +55.7% |
| 1Y | +69.1% | -28.5% | +97.6% | +78.4% |
| 3Y | +113.5% | -5.1% | +118.6% | +109.5% |
| 5Y | +122.8% | -10.5% | +133.3% | +113.1% |
| All | +379.9% | +1.1% | +378.8% | +344.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling