+976.3%
CVS vs WYNN
+1,177.3%
-200.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | -2.0% | -3.4% | +1.5% | -1.5% |
| 30D | +1.9% | -15.4% | +17.3% | +4.3% |
| 3M | -2.2% | -15.8% | +13.6% | +0.1% |
| 6M | +26.7% | -13.5% | +40.2% | +28.8% |
| YTD | +22.9% | -26.0% | +48.9% | +27.5% |
| 1Y | +32.9% | -27.4% | +60.3% | +37.8% |
| 3Y | +62.3% | -3.7% | +66.0% | +58.5% |
| 5Y | +34.2% | -9.8% | +44.0% | +28.0% |
| 10Y | +41.8% | +1.1% | +40.7% | +21.5% |
| All | +976.3% | +1,177.3% | -200.9% | +502.7% |
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