+279.6%
GSK vs WYNN
+1,166.9%
-887.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.5% | -4.2% | +0.7% | -3.1% |
| 30D | -3.4% | -14.6% | +11.2% | -1.8% |
| 3M | -8.1% | -18.4% | +10.3% | -6.1% |
| 6M | -11.1% | -11.9% | +0.8% | -10.1% |
| YTD | +0.7% | -26.6% | +27.3% | +3.9% |
| 1Y | +20.1% | -28.5% | +48.7% | +24.0% |
| 3Y | +46.1% | -5.1% | +51.2% | +44.3% |
| 5Y | +48.2% | -10.5% | +58.7% | +43.7% |
| 10Y | +80.1% | +0.3% | +79.8% | +60.1% |
| All | +279.6% | +1,166.9% | -887.2% | +156.1% |
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