+400.6%
CMCSA vs WYNN
+1,166.9%
-766.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -4.9% | -4.2% | -0.7% | -4.0% |
| 30D | -1.1% | -14.6% | +13.6% | +2.1% |
| 3M | +6.6% | -18.4% | +25.0% | +10.9% |
| 6M | -15.5% | -11.9% | -3.6% | -13.6% |
| YTD | -6.7% | -26.6% | +19.9% | -1.4% |
| 1Y | -15.6% | -28.5% | +12.9% | -10.8% |
| 3Y | -33.7% | -5.1% | -28.6% | -35.4% |
| 5Y | -46.6% | -10.5% | -36.1% | -49.5% |
| 10Y | +7.1% | +0.3% | +6.9% | -12.2% |
| All | +400.6% | +1,166.9% | -766.3% | +86.5% |
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