+140.1%
GOOGL vs WYNN
-11.0%
+151.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | 0.0% | -4.2% | +4.2% | +1.0% |
| 30D | -1.4% | -14.6% | +13.2% | +2.3% |
| 3M | -5.3% | -18.4% | +13.1% | -0.9% |
| 6M | +9.8% | -11.9% | +21.7% | +12.7% |
| YTD | +8.4% | -26.6% | +34.9% | +15.7% |
| 1Y | +41.2% | -28.5% | +69.7% | +50.9% |
| 3Y | +149.6% | -5.1% | +154.7% | +141.1% |
| All | +140.1% | -11.0% | +151.1% | +113.4% |
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 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