+6.8%
BABA vs WYNN
-46.6%
+53.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.4% | -0.8% |
| 7D | -13.8% | +2.3% | -16.1% | -14.5% |
| 30D | -15.1% | +15.4% | -30.5% | -19.1% |
| 3M | -22.7% | -16.7% | -6.0% | -18.4% |
| 6M | -34.7% | -11.1% | -23.5% | -32.6% |
| YTD | -35.0% | -28.8% | -6.2% | -28.4% |
| 1Y | -40.4% | -30.2% | -10.2% | -34.0% |
| 3Y | +21.9% | +3.8% | +18.2% | +16.3% |
| 5Y | -39.9% | -6.2% | -33.7% | -42.1% |
| 10Y | +7.9% | +12.6% | -4.8% | -10.2% |
| All | +6.8% | -46.6% | +53.4% | +3.3% |
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 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