+37.4%
GILD vs WYNN
-26.4%
+63.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.7% | -3.9% | +7.6% | +4.0% |
| 30D | +14.6% | -9.3% | +23.9% | +15.6% |
| 3M | +17.7% | -11.4% | +29.1% | +18.9% |
| 6M | +3.1% | -11.0% | +14.1% | +4.1% |
| YTD | +24.5% | -23.4% | +47.9% | +26.8% |
| 1Y | +37.4% | -24.8% | +62.2% | +36.6% |
| All | +37.4% | -26.4% | +63.8% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling