+537.4%
IBM vs WYNN
+1,177.3%
-639.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | -0.3% | -3.4% | +3.1% | +0.3% |
| 30D | -1.8% | -15.4% | +13.6% | +0.9% |
| 3M | -13.5% | -15.8% | +2.3% | -11.0% |
| 6M | -5.1% | -13.5% | +8.4% | -2.9% |
| YTD | -19.4% | -26.0% | +6.6% | -15.3% |
| 1Y | -6.5% | -27.4% | +20.9% | -1.9% |
| 3Y | +73.8% | -3.7% | +77.5% | +70.9% |
| 5Y | +116.3% | -9.8% | +126.1% | +107.0% |
| 10Y | +138.4% | +1.1% | +137.3% | +104.8% |
| All | +537.4% | +1,177.3% | -639.9% | +249.1% |
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