-13.3%
IBM vs WYNN
-32.5%
+19.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.3% | -0.1% |
| 7D | +0.4% | +15.4% | -15.0% | -4.0% |
| 30D | +14.8% | +6.8% | +8.0% | +12.3% |
| 3M | +8.9% | -15.4% | +24.3% | +14.6% |
| 6M | +12.4% | -20.0% | +32.4% | +20.0% |
| YTD | -12.4% | -31.0% | +18.6% | -2.7% |
| 1Y | -13.3% | -31.5% | +18.2% | -4.6% |
| All | -13.3% | -32.5% | +19.2% | -4.6% |
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 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