-47.2%
CMCSA vs WYNN
-11.0%
-36.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -4.9% | -4.2% | -0.7% | -4.2% |
| 30D | -1.1% | -14.6% | +13.6% | +1.3% |
| 3M | +6.6% | -18.4% | +25.0% | +9.7% |
| 6M | -15.5% | -11.9% | -3.6% | -14.1% |
| YTD | -6.7% | -26.6% | +19.9% | -2.7% |
| 1Y | -15.6% | -28.5% | +12.9% | -12.0% |
| 3Y | -33.7% | -5.1% | -28.6% | -35.6% |
| All | -47.2% | -11.0% | -36.2% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling