+2,040.9%
CTAS vs WYNN
+1,177.3%
+863.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | -1.3% | -3.4% | +2.1% | -0.6% |
| 30D | -3.1% | -15.4% | +12.3% | +0.4% |
| 3M | +10.3% | -15.8% | +26.1% | +14.2% |
| 6M | +1.6% | -13.5% | +15.1% | +4.5% |
| YTD | +6.3% | -26.0% | +32.3% | +12.7% |
| 1Y | -0.5% | -27.4% | +26.9% | +5.3% |
| 3Y | +64.6% | -3.7% | +68.3% | +59.4% |
| 5Y | +106.0% | -9.8% | +115.8% | +93.7% |
| 10Y | +677.5% | +1.1% | +676.4% | +548.7% |
| All | +2,040.9% | +1,177.3% | +863.6% | +954.4% |
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 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