+47.1%
CSX vs WYNN
-32.5%
+79.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.4% | +1.7% |
| 7D | +0.1% | +15.4% | -15.3% | -2.0% |
| 30D | +9.7% | +6.8% | +3.0% | +8.6% |
| 3M | +2.3% | -15.4% | +17.7% | +5.2% |
| 6M | +17.1% | -20.0% | +37.0% | +21.4% |
| YTD | +44.9% | -31.0% | +75.9% | +52.7% |
| 1Y | +47.1% | -31.5% | +78.6% | +54.3% |
| All | +47.1% | -32.5% | +79.5% | +54.3% |
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