+252.1%
INTC vs WYNN
+1.1%
+251.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +7.5% | -4.2% | +11.6% | +8.8% |
| 30D | +2.0% | -14.6% | +16.6% | +6.6% |
| 3M | -12.0% | -18.4% | +6.4% | -7.0% |
| 6M | +114.5% | -11.9% | +126.5% | +121.3% |
| YTD | +179.0% | -26.6% | +205.6% | +202.6% |
| 1Y | +318.3% | -28.5% | +346.8% | +356.6% |
| 3Y | +171.2% | -5.1% | +176.3% | +168.7% |
| 5Y | +107.6% | -10.5% | +118.1% | +100.0% |
| All | +252.1% | +1.1% | +251.0% | +215.9% |
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