+244.0%
EQIX vs WYNN
+1.1%
+242.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +0.2% | -4.2% | +4.4% | +0.6% |
| 30D | -2.5% | -14.6% | +12.1% | -1.0% |
| 3M | 0.0% | -18.4% | +18.4% | +1.9% |
| 6M | +7.6% | -11.9% | +19.6% | +8.7% |
| YTD | +37.5% | -26.6% | +64.1% | +41.2% |
| 1Y | +32.9% | -28.5% | +61.4% | +36.5% |
| 3Y | +42.8% | -5.1% | +47.9% | +40.7% |
| 5Y | +35.8% | -10.5% | +46.3% | +31.4% |
| All | +244.0% | +1.1% | +242.8% | +208.5% |
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 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