+61.5%
ALB vs WYNN
-26.4%
+87.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.1% | -3.9% | -4.2% | -6.9% |
| 30D | +6.3% | -9.3% | +15.5% | +9.5% |
| 3M | -23.6% | -11.4% | -12.1% | -20.5% |
| 6M | -24.6% | -11.0% | -13.7% | -22.3% |
| YTD | -10.3% | -23.4% | +13.1% | -1.1% |
| 1Y | +61.5% | -24.8% | +86.3% | +77.3% |
| All | +61.5% | -26.4% | +87.8% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling