+223.3%
HOOD vs WYNN
-11.4%
+234.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -7.8% | -4.2% | -3.6% | -5.9% |
| 30D | +18.6% | -14.6% | +33.2% | +28.0% |
| 3M | +22.1% | -18.4% | +40.5% | +34.2% |
| 6M | +43.1% | -11.9% | +55.0% | +51.1% |
| YTD | -0.5% | -26.6% | +26.1% | +15.0% |
| 1Y | -4.4% | -28.5% | +24.1% | +11.1% |
| 3Y | +938.5% | -5.1% | +943.6% | +902.0% |
| 5Y | +173.4% | -10.5% | +183.9% | +93.5% |
| All | +223.3% | -11.4% | +234.7% | +147.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling