-58.4%
GME vs WYNN
-11.0%
-47.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.1% |
| 7D | +10.4% | -4.2% | +14.6% | +12.5% |
| 30D | +14.1% | -14.6% | +28.7% | +22.6% |
| 3M | -4.6% | -18.4% | +13.8% | +4.5% |
| 6M | -13.5% | -11.9% | -1.6% | -9.2% |
| YTD | +5.3% | -26.6% | +31.9% | +20.2% |
| 1Y | -14.9% | -28.5% | +13.6% | -2.3% |
| 3Y | +24.3% | -5.1% | +29.4% | +16.4% |
| All | -58.4% | -11.0% | -47.4% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling