+13,508.9%
GOOGL vs WYNN
+372.2%
+13,136.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | 0.0% | -4.2% | +4.2% | +0.9% |
| 30D | -1.4% | -14.6% | +13.2% | +2.0% |
| 3M | -5.3% | -18.4% | +13.1% | -1.4% |
| 6M | +9.8% | -11.9% | +21.7% | +12.4% |
| YTD | +8.4% | -26.6% | +34.9% | +15.0% |
| 1Y | +41.2% | -28.5% | +69.7% | +50.0% |
| 3Y | +149.6% | -5.1% | +154.7% | +144.4% |
| 5Y | +142.6% | -10.5% | +153.1% | +131.5% |
| 10Y | +766.8% | +0.3% | +766.5% | +623.7% |
| All | +13,508.9% | +372.2% | +13,136.7% | +7,885.8% |
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