+1,134.9%
GME vs WYNN
+1,166.9%
-32.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | +10.4% | -4.2% | +14.6% | +11.7% |
| 30D | +14.1% | -14.6% | +28.7% | +19.1% |
| 3M | -4.6% | -18.4% | +13.8% | +0.7% |
| 6M | -13.5% | -11.9% | -1.6% | -10.8% |
| YTD | +5.3% | -26.6% | +31.9% | +14.0% |
| 1Y | -14.9% | -28.5% | +13.6% | -7.4% |
| 3Y | +24.3% | -5.1% | +29.4% | +21.8% |
| 5Y | -55.6% | -10.5% | -45.1% | -56.4% |
| 10Y | +288.5% | +0.3% | +288.2% | +217.8% |
| All | +1,134.9% | +1,166.9% | -32.0% | +262.3% |
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