+78.9%
INFY vs WYNN
+1.1%
+77.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -5.4% | -4.2% | -1.2% | -4.6% |
| 30D | -9.9% | -14.6% | +4.8% | -7.3% |
| 3M | -4.6% | -18.4% | +13.8% | -1.2% |
| 6M | -18.5% | -11.9% | -6.5% | -16.8% |
| YTD | -36.5% | -26.6% | -9.9% | -33.1% |
| 1Y | -32.8% | -28.5% | -4.2% | -29.0% |
| 3Y | -32.2% | -5.1% | -27.1% | -33.3% |
| 5Y | -44.7% | -10.5% | -34.2% | -47.0% |
| All | +78.9% | +1.1% | +77.7% | +52.1% |
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 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