+1,525.1%
JBL vs WYNN
+1.1%
+1,523.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.9% | +5.3% |
| 7D | +2.4% | -4.2% | +6.6% | +4.0% |
| 30D | -13.1% | -14.6% | +1.5% | -8.1% |
| 3M | -15.6% | -18.4% | +2.8% | -9.5% |
| 6M | +24.6% | -11.9% | +36.5% | +29.7% |
| YTD | +39.6% | -26.6% | +66.2% | +54.9% |
| 1Y | +48.6% | -28.5% | +77.1% | +65.6% |
| 3Y | +197.3% | -5.1% | +202.4% | +190.0% |
| 5Y | +413.0% | -10.5% | +423.5% | +381.8% |
| All | +1,525.1% | +1.1% | +1,523.9% | +1,258.8% |
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