+21,914.3%
ASML vs WYNN
+1,222.3%
+20,691.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | -3.9% | +5.0% | +2.3% |
| 30D | +2.2% | -9.3% | +11.5% | +5.1% |
| 3M | -2.3% | -11.4% | +9.1% | +1.0% |
| 6M | +23.0% | -11.0% | +33.9% | +26.9% |
| YTD | +61.1% | -23.4% | +84.4% | +73.0% |
| 1Y | +129.1% | -24.8% | +153.9% | +146.3% |
| 3Y | +165.4% | -7.1% | +172.5% | +164.2% |
| 5Y | +109.5% | -5.4% | +114.9% | +100.6% |
| 10Y | +1,645.7% | +11.5% | +1,634.2% | +1,309.6% |
| All | +21,914.3% | +1,222.3% | +20,691.9% | +6,227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling