+409.4%
GE vs WYNN
-11.0%
+420.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | -4.0% | -4.2% | +0.2% | -2.9% |
| 30D | -11.4% | -14.6% | +3.2% | -7.5% |
| 3M | -2.6% | -18.4% | +15.8% | +2.7% |
| 6M | -0.3% | -11.9% | +11.6% | +3.0% |
| YTD | +5.4% | -26.6% | +31.9% | +13.9% |
| 1Y | +15.5% | -28.5% | +44.1% | +24.9% |
| 3Y | +260.8% | -5.1% | +265.9% | +247.7% |
| All | +409.4% | -11.0% | +420.4% | +376.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling