+123.2%
GLW vs WYNN
-26.4%
+149.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | -3.9% | +7.7% | +4.3% |
| 30D | -1.3% | -9.3% | +7.9% | -0.1% |
| 3M | -21.8% | -11.4% | -10.4% | -20.6% |
| 6M | +6.9% | -11.0% | +17.9% | +8.0% |
| YTD | +77.2% | -23.4% | +100.5% | +81.8% |
| 1Y | +123.2% | -24.8% | +148.1% | +129.7% |
| All | +123.2% | -26.4% | +149.6% | +129.7% |
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