+133.9%
ASML vs WYNN
+2.9%
+131.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.1% |
| 7D | +4.9% | +2.3% | +2.6% | +4.0% |
| 30D | -9.3% | +15.4% | -24.6% | -14.7% |
| 3M | -19.0% | -16.7% | -2.3% | -12.7% |
| 6M | -5.2% | -11.1% | +5.9% | -1.3% |
| YTD | +40.6% | -28.8% | +69.4% | +60.4% |
| 1Y | +47.5% | -30.2% | +77.7% | +69.6% |
| 3Y | +133.9% | +3.8% | +130.1% | +108.3% |
| All | +133.9% | +2.9% | +131.0% | +108.3% |
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