+47.0%
CVX vs WYNN
-32.5%
+79.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.1% | -9.7% | -2.7% |
| 7D | -5.3% | +15.4% | -20.8% | -3.2% |
| 30D | +5.1% | +6.8% | -1.7% | +6.4% |
| 3M | +14.9% | -15.4% | +30.3% | +12.9% |
| 6M | +14.9% | -20.0% | +34.8% | +12.3% |
| YTD | +46.3% | -31.0% | +77.4% | +43.1% |
| 1Y | +47.0% | -31.5% | +78.5% | +43.1% |
| All | +47.0% | -32.5% | +79.5% | +43.1% |
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