+851.8%
GLW vs WYNN
+1.1%
+850.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +7.8% | -4.2% | +12.0% | +9.1% |
| 30D | -0.4% | -14.6% | +14.2% | +3.7% |
| 3M | -5.6% | -18.4% | +12.8% | -0.7% |
| 6M | +26.7% | -11.9% | +38.6% | +30.2% |
| YTD | +91.0% | -26.6% | +117.6% | +105.2% |
| 1Y | +122.4% | -28.5% | +150.9% | +139.1% |
| 3Y | +471.0% | -5.1% | +476.1% | +452.6% |
| 5Y | +385.6% | -10.5% | +396.1% | +355.0% |
| All | +851.8% | +1.1% | +850.7% | +712.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling