+414.9%
CSX vs WYNN
+13.3%
+401.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -1.2% |
| 7D | +6.0% | +2.3% | +3.6% | +5.4% |
| 30D | +7.8% | +15.4% | -7.6% | +4.2% |
| 3M | +4.1% | -16.7% | +20.8% | +8.1% |
| 6M | +17.9% | -11.1% | +29.1% | +20.4% |
| YTD | +44.9% | -28.8% | +73.7% | +54.9% |
| 1Y | +51.1% | -30.2% | +81.3% | +62.1% |
| 3Y | +78.3% | +3.8% | +74.5% | +70.0% |
| 5Y | +58.1% | -6.2% | +64.3% | +47.8% |
| All | +414.9% | +13.3% | +401.7% | +355.2% |
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