+331.8%
ARKK vs WYNN
+1.1%
+330.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -3.1% | -4.2% | +1.1% | -1.5% |
| 30D | +2.7% | -14.6% | +17.3% | +8.9% |
| 3M | +10.8% | -18.4% | +29.2% | +19.2% |
| 6M | +14.4% | -11.9% | +26.3% | +19.2% |
| YTD | +8.7% | -26.6% | +35.2% | +21.0% |
| 1Y | +6.7% | -28.5% | +35.3% | +19.4% |
| 3Y | +87.4% | -5.1% | +92.5% | +83.6% |
| 5Y | -29.5% | -10.5% | -19.0% | -32.1% |
| All | +331.8% | +1.1% | +330.7% | +265.0% |
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 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