+4,703.5%
CSX vs WYNN
+1,222.3%
+3,481.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | -3.9% | +0.5% | -2.4% |
| 30D | -3.1% | -9.3% | +6.2% | -0.7% |
| 3M | +7.2% | -11.4% | +18.6% | +10.4% |
| 6M | +16.2% | -11.0% | +27.1% | +19.1% |
| YTD | +37.5% | -23.4% | +60.9% | +46.3% |
| 1Y | +53.2% | -24.8% | +78.0% | +62.8% |
| 3Y | +68.2% | -7.1% | +75.4% | +64.4% |
| 5Y | +65.2% | -5.4% | +70.7% | +51.6% |
| 10Y | +504.1% | +11.5% | +492.6% | +356.2% |
| All | +4,703.5% | +1,222.3% | +3,481.2% | +2,023.0% |
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