+488.5%
CSX vs WYNN
+2.0%
+486.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.8% |
| 7D | +0.1% | -3.4% | +3.5% | +0.9% |
| 30D | -1.5% | -15.4% | +13.9% | +2.1% |
| 3M | +6.0% | -15.8% | +21.7% | +9.9% |
| 6M | +20.6% | -13.5% | +34.1% | +24.0% |
| YTD | +36.5% | -26.0% | +62.5% | +45.0% |
| 1Y | +55.0% | -27.4% | +82.4% | +64.5% |
| 3Y | +70.8% | -3.7% | +74.5% | +66.0% |
| 5Y | +69.6% | -9.8% | +79.3% | +60.0% |
| All | +488.5% | +2.0% | +486.6% | +421.4% |
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