+3,847.4%
ANET vs WYNN
+1.1%
+3,846.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.8% |
| 7D | +3.0% | -4.2% | +7.2% | +4.1% |
| 30D | -5.2% | -14.6% | +9.4% | -1.3% |
| 3M | +27.6% | -18.4% | +46.0% | +34.2% |
| 6M | +44.4% | -11.9% | +56.3% | +48.5% |
| YTD | +52.3% | -26.6% | +78.9% | +64.1% |
| 1Y | +30.4% | -28.5% | +58.9% | +40.9% |
| 3Y | +313.3% | -5.1% | +318.4% | +306.3% |
| 5Y | +810.0% | -10.5% | +820.5% | +770.2% |
| All | +3,847.4% | +1.1% | +3,846.3% | +3,319.7% |
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