+17.6%
ABNB vs WYNN
-16.7%
+34.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | -6.5% | -4.2% | -2.3% | -4.5% |
| 30D | -5.5% | -14.6% | +9.1% | +2.0% |
| 3M | +30.0% | -18.4% | +48.5% | +43.3% |
| 6M | +27.6% | -11.9% | +39.5% | +35.1% |
| YTD | +25.4% | -26.6% | +52.0% | +44.4% |
| 1Y | +38.3% | -28.5% | +66.8% | +59.4% |
| 3Y | +15.5% | -5.1% | +20.6% | +10.6% |
| 5Y | +3.0% | -10.5% | +13.5% | -8.1% |
| All | +17.6% | -16.7% | +34.3% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling