+260.8%
GE vs WYNN
-5.1%
+265.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | -4.0% | -4.2% | +0.2% | -3.0% |
| 30D | -11.4% | -14.6% | +3.2% | -8.0% |
| 3M | -2.6% | -18.4% | +15.8% | +2.0% |
| 6M | -0.3% | -11.9% | +11.6% | +2.6% |
| YTD | +5.4% | -26.6% | +31.9% | +12.4% |
| 1Y | +15.5% | -28.5% | +44.1% | +23.3% |
| 3Y | +260.8% | -5.1% | +265.9% | +241.6% |
| All | +260.8% | -5.1% | +265.8% | +241.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling