+13,449.8%
GOOG vs WYNN
+372.2%
+13,077.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | 0.0% | -4.2% | +4.2% | +1.0% |
| 30D | -2.0% | -14.6% | +12.7% | +1.4% |
| 3M | -5.9% | -18.4% | +12.5% | -1.9% |
| 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% | +140.7% |
| 5Y | +138.6% | -10.5% | +149.1% | +127.7% |
| 10Y | +791.5% | +0.3% | +791.3% | +643.6% |
| All | +13,449.8% | +372.2% | +13,077.6% | +7,844.4% |
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