+1,274.7%
JHX vs WYNN
+1,166.9%
+107.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -6.3% | -4.2% | -2.1% | -5.3% |
| 30D | -7.7% | -14.6% | +6.9% | -4.1% |
| 3M | +19.2% | -18.4% | +37.6% | +25.2% |
| 6M | +38.3% | -11.9% | +50.2% | +42.9% |
| YTD | +37.2% | -26.6% | +63.8% | +47.9% |
| 1Y | +42.3% | -28.5% | +70.8% | +53.4% |
| 3Y | -4.4% | -5.1% | +0.7% | -5.1% |
| 5Y | -26.4% | -10.5% | -15.9% | -28.6% |
| 10Y | +106.3% | +0.3% | +106.0% | +77.4% |
| All | +1,274.7% | +1,166.9% | +107.8% | +854.4% |
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