-36.1%
HOOD vs WYNN
-32.5%
-3.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.0% | -0.8% |
| 7D | -4.4% | +15.4% | -19.8% | -11.0% |
| 30D | -23.4% | +6.8% | -30.1% | -25.8% |
| 3M | -6.5% | -15.4% | +8.9% | +1.6% |
| 6M | +14.2% | -20.0% | +34.1% | +26.9% |
| YTD | -22.7% | -31.0% | +8.3% | -4.7% |
| 1Y | -36.1% | -31.5% | -4.6% | -23.7% |
| All | -36.1% | -32.5% | -3.7% | -23.7% |
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