+15.5%
ABNB vs WYNN
-5.1%
+20.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | -6.5% | -4.2% | -2.3% | -4.7% |
| 30D | -5.5% | -14.6% | +9.1% | +1.4% |
| 3M | +30.0% | -18.4% | +48.5% | +42.1% |
| 6M | +27.6% | -11.9% | +39.5% | +34.5% |
| YTD | +25.4% | -26.6% | +52.0% | +42.5% |
| 1Y | +38.3% | -28.5% | +66.8% | +57.3% |
| 3Y | +15.5% | -5.1% | +20.6% | +5.2% |
| All | +15.5% | -5.1% | +20.6% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling