-5.1%
WYNN vs CASY
+453.5%
-458.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -4.2% | -18.6% | +14.4% | +2.3% |
| 30D | -14.6% | -26.6% | +12.0% | -5.6% |
| 3M | -18.4% | -32.8% | +14.4% | -7.3% |
| 6M | -11.9% | -10.0% | -1.9% | -11.5% |
| YTD | -26.6% | +11.6% | -38.2% | -32.4% |
| 1Y | -28.5% | +11.5% | -40.0% | -34.5% |
| 3Y | -5.1% | +160.7% | -165.8% | -42.8% |
| 5Y | -10.5% | +232.4% | -242.9% | -53.5% |
| All | -5.1% | +453.5% | -458.6% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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