+1,348.8%
CSCO vs WYNN
+1,203.4%
+145.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | 0.0% | -1.4% | +1.4% | +0.3% |
| 30D | -10.7% | -11.8% | +1.0% | -8.4% |
| 3M | -8.7% | -15.8% | +7.1% | -5.5% |
| 6M | +44.9% | -10.7% | +55.6% | +47.6% |
| YTD | +44.1% | -24.5% | +68.6% | +52.1% |
| 1Y | +65.9% | -25.0% | +90.9% | +74.5% |
| 3Y | +109.0% | -1.8% | +110.8% | +103.2% |
| 5Y | +114.8% | -10.0% | +124.8% | +103.7% |
| 10Y | +377.3% | +3.2% | +374.2% | +287.5% |
| All | +1,348.8% | +1,203.4% | +145.4% | +540.8% |
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