+1,155.1%
ALB vs WYNN
+1,177.3%
-22.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.4% |
| 7D | -7.6% | -3.4% | -4.2% | -6.5% |
| 30D | -5.6% | -15.4% | +9.8% | -0.4% |
| 3M | -16.8% | -15.8% | -1.1% | -12.3% |
| 6M | -26.3% | -13.5% | -12.8% | -23.4% |
| YTD | -13.2% | -26.0% | +12.8% | -5.4% |
| 1Y | +68.8% | -27.4% | +96.2% | +84.8% |
| 3Y | -30.7% | -3.7% | -26.9% | -31.0% |
| 5Y | -46.3% | -9.8% | -36.5% | -47.9% |
| 10Y | +81.7% | +1.1% | +80.6% | +50.2% |
| All | +1,155.1% | +1,177.3% | -22.2% | +467.8% |
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