+471.0%
GLW vs WYNN
-5.1%
+476.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +7.8% | -4.2% | +12.0% | +8.7% |
| 30D | -0.4% | -14.6% | +14.2% | +2.7% |
| 3M | -5.6% | -18.4% | +12.8% | -1.9% |
| 6M | +26.7% | -11.9% | +38.6% | +29.2% |
| YTD | +91.0% | -26.6% | +117.6% | +101.6% |
| 1Y | +122.4% | -28.5% | +150.9% | +134.9% |
| 3Y | +471.0% | -5.1% | +476.1% | +422.9% |
| All | +471.0% | -5.1% | +476.1% | +422.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling