+142.4%
GILD vs WYNN
-11.0%
+153.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | -4.8% | -4.2% | -0.6% | -4.5% |
| 30D | +5.8% | -14.6% | +20.4% | +7.2% |
| 3M | +14.9% | -18.4% | +33.3% | +16.9% |
| 6M | -0.4% | -11.9% | +11.6% | +0.6% |
| YTD | +18.5% | -26.6% | +45.1% | +21.4% |
| 1Y | +25.1% | -28.5% | +53.6% | +28.2% |
| 3Y | +105.9% | -5.1% | +111.0% | +103.5% |
| All | +142.4% | -11.0% | +153.4% | +131.0% |
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