+46.2%
GOOGL vs WYNN
-26.4%
+72.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.3% | -3.9% | +1.6% | -1.8% |
| 30D | -6.6% | -9.3% | +2.7% | -5.5% |
| 3M | -8.9% | -11.4% | +2.5% | -7.5% |
| 6M | +11.9% | -11.0% | +22.8% | +13.4% |
| YTD | +8.3% | -23.4% | +31.7% | +11.3% |
| 1Y | +46.2% | -24.8% | +71.0% | +50.2% |
| All | +46.2% | -26.4% | +72.6% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling