-74.3%
GRAB vs WYNN
-10.9%
-63.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -10.8% | -4.2% | -6.6% | -9.3% |
| 30D | -15.5% | -14.6% | -0.9% | -10.1% |
| 3M | -9.0% | -18.4% | +9.5% | -1.5% |
| 6M | -21.6% | -11.9% | -9.7% | -17.8% |
| YTD | -38.9% | -26.6% | -12.3% | -31.5% |
| 1Y | -44.8% | -28.5% | -16.3% | -38.2% |
| 3Y | -18.4% | -5.1% | -13.3% | -23.0% |
| 5Y | -71.6% | -10.5% | -61.1% | -74.7% |
| All | -74.3% | -10.9% | -63.4% | -75.0% |
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