+145.8%
GOOG vs WYNN
-5.1%
+150.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | 0.0% | -4.2% | +4.2% | +0.9% |
| 30D | -2.0% | -14.6% | +12.7% | +1.3% |
| 3M | -5.9% | -18.4% | +12.5% | -1.8% |
| 6M | +8.9% | -11.9% | +20.8% | +11.5% |
| YTD | +7.1% | -26.6% | +33.7% | +13.7% |
| 1Y | +39.7% | -28.5% | +68.2% | +48.4% |
| 3Y | +145.8% | -5.1% | +151.0% | +134.9% |
| All | +145.8% | -5.1% | +150.9% | +134.9% |
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