+40.0%
CVS vs WYNN
+1.1%
+38.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | -2.2% | -4.2% | +2.0% | -1.6% |
| 30D | -0.1% | -14.6% | +14.6% | +1.9% |
| 3M | -5.2% | -18.4% | +13.2% | -3.0% |
| 6M | +26.9% | -11.9% | +38.8% | +28.4% |
| YTD | +22.1% | -26.6% | +48.7% | +26.2% |
| 1Y | +30.8% | -28.5% | +59.3% | +35.3% |
| 3Y | +54.4% | -5.1% | +59.5% | +51.2% |
| 5Y | +33.4% | -10.5% | +43.8% | +28.0% |
| All | +40.0% | +1.1% | +38.9% | +21.0% |
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 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