+22.1%
CTVA vs WYNN
-26.4%
+48.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +4.9% | -3.9% | +8.8% | +5.0% |
| 30D | +11.9% | -9.3% | +21.2% | +12.2% |
| 3M | +13.7% | -11.4% | +25.1% | +14.0% |
| 6M | +13.1% | -11.0% | +24.1% | +13.3% |
| YTD | +32.0% | -23.4% | +55.3% | +33.3% |
| 1Y | +22.1% | -24.8% | +46.9% | +23.1% |
| All | +22.1% | -26.4% | +48.5% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling