+167.0%
CVX vs WYNN
-11.0%
+178.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +2.6% | -4.2% | +6.8% | +3.2% |
| 30D | +9.8% | -14.6% | +24.5% | +12.1% |
| 3M | +16.2% | -18.4% | +34.6% | +19.3% |
| 6M | +13.6% | -11.9% | +25.5% | +15.0% |
| YTD | +44.4% | -26.6% | +71.0% | +49.9% |
| 1Y | +40.6% | -28.5% | +69.1% | +45.9% |
| 3Y | +48.2% | -5.1% | +53.3% | +43.6% |
| All | +167.0% | -11.0% | +178.0% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling