+313.3%
ANET vs WYNN
-5.1%
+318.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.9% |
| 7D | +3.0% | -4.2% | +7.2% | +4.4% |
| 30D | -5.2% | -14.6% | +9.4% | -0.3% |
| 3M | +27.6% | -18.4% | +46.0% | +35.9% |
| 6M | +44.4% | -11.9% | +56.3% | +49.3% |
| YTD | +52.3% | -26.6% | +78.9% | +66.9% |
| 1Y | +30.4% | -28.5% | +58.9% | +43.4% |
| 3Y | +313.3% | -5.1% | +318.4% | +299.0% |
| All | +313.3% | -5.1% | +318.3% | +299.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling