-11.3%
ABT vs WYNN
-11.0%
-0.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.3% |
| 7D | -5.9% | -4.2% | -1.7% | -5.5% |
| 30D | -8.1% | -14.6% | +6.5% | -6.6% |
| 3M | +14.5% | -18.4% | +32.9% | +16.8% |
| 6M | -6.3% | -11.9% | +5.6% | -5.2% |
| YTD | -17.1% | -26.6% | +9.5% | -14.8% |
| 1Y | -21.4% | -28.5% | +7.2% | -19.2% |
| 3Y | +5.9% | -5.1% | +11.0% | +4.2% |
| All | -11.3% | -11.0% | -0.3% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling