+31,674.6%
AVGO vs WYNN
+159.4%
+31,515.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.4% |
| 7D | +1.0% | -3.4% | +4.5% | +2.0% |
| 30D | -13.3% | -15.4% | +2.1% | -9.2% |
| 3M | -2.9% | -15.8% | +12.9% | +1.8% |
| 6M | +5.7% | -13.5% | +19.2% | +9.7% |
| YTD | +4.6% | -26.0% | +30.6% | +13.0% |
| 1Y | -1.6% | -27.4% | +25.7% | +5.9% |
| 3Y | +336.2% | -3.7% | +339.9% | +323.3% |
| 5Y | +695.6% | -9.8% | +705.4% | +651.4% |
| 10Y | +2,827.6% | +1.1% | +2,826.5% | +2,215.9% |
| All | +31,674.6% | +159.4% | +31,515.2% | +18,108.9% |
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