+112.4%
ASML vs WYNN
-10.4%
+122.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.1% |
| 7D | +2.8% | -1.4% | +4.2% | +3.4% |
| 30D | -0.2% | -11.8% | +11.5% | +5.1% |
| 3M | -2.6% | -15.8% | +13.2% | +4.4% |
| 6M | +27.9% | -10.7% | +38.6% | +33.5% |
| YTD | +62.4% | -24.5% | +86.9% | +80.9% |
| 1Y | +116.2% | -25.0% | +141.3% | +139.6% |
| 3Y | +182.4% | -1.8% | +184.2% | +168.0% |
| 5Y | +112.4% | -10.0% | +122.4% | +81.3% |
| All | +112.4% | -10.4% | +122.8% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling