+1,202.4%
WYNN vs COO
+878.4%
+324.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.2% | +4.1% | +0.8% |
| 7D | -1.4% | -9.0% | +7.6% | +2.9% |
| 30D | -11.8% | -16.8% | +5.1% | -3.9% |
| 3M | -15.8% | -7.5% | -8.3% | -13.2% |
| 6M | -10.7% | -16.3% | +5.6% | -3.9% |
| YTD | -24.5% | -22.5% | -1.9% | -15.6% |
| 1Y | -25.0% | -7.0% | -18.0% | -23.8% |
| 3Y | -1.8% | -27.5% | +25.7% | +7.1% |
| 5Y | -10.0% | -43.3% | +33.3% | +9.7% |
| 10Y | +3.2% | +37.6% | -34.4% | -17.1% |
| All | +1,202.4% | +878.4% | +324.0% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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