-5.1%
WYNN vs CGNX
+193.6%
-198.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -2.2% |
| 7D | -4.2% | +3.2% | -7.4% | -5.3% |
| 30D | -14.6% | +6.0% | -20.6% | -16.7% |
| 3M | -18.4% | +3.5% | -22.0% | -20.8% |
| 6M | -11.9% | +26.3% | -38.2% | -21.3% |
| YTD | -26.6% | +79.2% | -105.8% | -45.4% |
| 1Y | -28.5% | +43.8% | -72.3% | -42.6% |
| 3Y | -5.1% | +52.0% | -57.1% | -30.2% |
| 5Y | -10.5% | -24.0% | +13.6% | -14.1% |
| All | -5.1% | +193.6% | -198.7% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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