+12,957.8%
GLW vs WYNN
+1,203.4%
+11,754.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.1% |
| 7D | +16.9% | -1.4% | +18.3% | +17.3% |
| 30D | +7.0% | -11.8% | +18.7% | +10.5% |
| 3M | -3.0% | -15.8% | +12.8% | +1.3% |
| 6M | +31.0% | -10.7% | +41.7% | +34.3% |
| YTD | +93.4% | -24.5% | +117.9% | +106.5% |
| 1Y | +134.7% | -25.0% | +159.8% | +149.6% |
| 3Y | +471.8% | -1.8% | +473.6% | +449.7% |
| 5Y | +394.5% | -10.0% | +404.5% | +363.6% |
| 10Y | +867.9% | +3.2% | +864.8% | +668.5% |
| All | +12,957.8% | +1,203.4% | +11,754.4% | +6,635.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling