+276.1%
EBAY vs WYNN
+1.1%
+274.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | +4.2% | -4.2% | +8.4% | +4.9% |
| 30D | +5.6% | -14.6% | +20.3% | +8.4% |
| 3M | -1.4% | -18.4% | +17.0% | +1.8% |
| 6M | +18.2% | -11.9% | +30.1% | +20.4% |
| YTD | +24.8% | -26.6% | +51.4% | +30.8% |
| 1Y | +18.0% | -28.5% | +46.6% | +23.7% |
| 3Y | +160.3% | -5.1% | +165.4% | +155.9% |
| 5Y | +62.1% | -10.5% | +72.6% | +55.6% |
| All | +276.1% | +1.1% | +274.9% | +232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling