+336.8%
AVGO vs WYNN
-5.1%
+341.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +1.1% | -4.2% | +5.3% | +2.4% |
| 30D | -13.0% | -14.6% | +1.6% | -9.0% |
| 3M | -6.0% | -18.4% | +12.4% | -0.4% |
| 6M | +6.4% | -11.9% | +18.3% | +9.9% |
| YTD | +5.0% | -26.6% | +31.6% | +14.0% |
| 1Y | +1.4% | -28.5% | +29.9% | +10.0% |
| 3Y | +336.8% | -5.1% | +341.9% | +290.5% |
| All | +336.8% | -5.1% | +341.9% | +290.5% |
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