+782.9%
ENTG vs WYNN
+1.1%
+781.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +1.2% | -4.2% | +5.4% | +2.7% |
| 30D | -12.9% | -14.6% | +1.8% | -7.8% |
| 3M | -3.1% | -18.4% | +15.4% | +4.0% |
| 6M | +21.0% | -11.9% | +32.9% | +26.1% |
| YTD | +67.0% | -26.6% | +93.6% | +85.3% |
| 1Y | +68.6% | -28.5% | +97.2% | +87.5% |
| 3Y | +48.6% | -5.1% | +53.8% | +47.4% |
| 5Y | +18.6% | -10.5% | +29.1% | +14.3% |
| All | +782.9% | +1.1% | +781.8% | +655.6% |
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 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