+27.5%
BABA vs WYNN
-42.1%
+69.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | -0.2% | +1.8% | -2.0% | -0.7% |
| 30D | -12.3% | -9.8% | -2.4% | -9.4% |
| 3M | -5.3% | -11.8% | +6.5% | -1.6% |
| 6M | -13.1% | -8.8% | -4.3% | -10.9% |
| YTD | -22.4% | -22.8% | +0.4% | -16.4% |
| 1Y | -19.5% | -24.1% | +4.6% | -13.4% |
| 3Y | +32.9% | +0.4% | +32.5% | +28.2% |
| 5Y | -29.9% | -8.7% | -21.2% | -32.6% |
| 10Y | +16.7% | +8.3% | +8.4% | -2.7% |
| All | +27.5% | -42.1% | +69.6% | +20.5% |
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 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