+65.1%
CSX vs WYNN
-10.4%
+75.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | -0.6% | -1.4% | +0.8% | -0.3% |
| 30D | -3.2% | -11.8% | +8.5% | -1.1% |
| 3M | +2.6% | -15.8% | +18.4% | +5.6% |
| 6M | +19.8% | -10.7% | +30.5% | +21.9% |
| YTD | +34.7% | -24.5% | +59.1% | +40.8% |
| 1Y | +52.1% | -25.0% | +77.2% | +58.6% |
| 3Y | +68.4% | -1.8% | +70.2% | +63.5% |
| 5Y | +65.1% | -10.0% | +75.1% | +53.8% |
| All | +65.1% | -10.4% | +75.5% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling