+243.8%
HPQ vs WYNN
+1.1%
+242.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.8% | +9.2% | +8.6% |
| 7D | +9.8% | -4.2% | +14.0% | +11.0% |
| 30D | +22.4% | -14.6% | +37.0% | +27.8% |
| 3M | +45.2% | -18.4% | +63.6% | +53.4% |
| 6M | +96.4% | -11.9% | +108.3% | +102.4% |
| YTD | +65.4% | -26.6% | +92.0% | +79.3% |
| 1Y | +31.6% | -28.5% | +60.1% | +42.7% |
| 3Y | +37.0% | -5.1% | +42.2% | +33.6% |
| 5Y | +53.0% | -10.5% | +63.5% | +44.2% |
| All | +243.8% | +1.1% | +242.7% | +201.0% |
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 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