+13.1%
GSK vs WYNN
-32.5%
+45.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.1% | -1.0% | +3.9% |
| 7D | +4.9% | +15.4% | -10.5% | +2.4% |
| 30D | +9.9% | +6.8% | +3.1% | +8.5% |
| 3M | +0.2% | -15.4% | +15.5% | +2.7% |
| 6M | +2.3% | -20.0% | +22.3% | +5.8% |
| YTD | +7.1% | -31.0% | +38.1% | +12.9% |
| 1Y | +13.1% | -31.5% | +44.6% | +20.2% |
| All | +13.1% | -32.5% | +45.6% | +20.2% |
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