+40.6%
GLW vs WYNN
-32.5%
+73.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.1% | -11.9% | -6.2% |
| 7D | -9.5% | +15.4% | -24.9% | -10.7% |
| 30D | -25.5% | +6.8% | -32.2% | -25.8% |
| 3M | -25.6% | -15.4% | -10.2% | -23.4% |
| 6M | -25.5% | -20.0% | -5.5% | -22.9% |
| YTD | +36.4% | -31.0% | +67.4% | +43.9% |
| 1Y | +40.6% | -31.5% | +72.1% | +46.0% |
| All | +40.6% | -32.5% | +73.1% | +46.0% |
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 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