+565.7%
AMZN vs WYNN
+1.1%
+564.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.1% |
| 7D | -0.7% | -4.2% | +3.5% | +0.3% |
| 30D | -3.9% | -14.6% | +10.7% | -0.6% |
| 3M | +6.3% | -18.4% | +24.7% | +11.0% |
| 6M | +20.8% | -11.9% | +32.7% | +23.7% |
| YTD | +11.2% | -26.6% | +37.8% | +18.2% |
| 1Y | +11.7% | -28.5% | +40.2% | +18.9% |
| 3Y | +79.4% | -5.1% | +84.6% | +76.1% |
| 5Y | +48.0% | -10.5% | +58.5% | +41.1% |
| All | +565.7% | +1.1% | +564.5% | +466.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling