+192.5%
JNJ vs WYNN
+1.1%
+191.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -3.5% | -4.2% | +0.7% | -3.3% |
| 30D | +2.3% | -14.6% | +16.9% | +3.2% |
| 3M | +12.0% | -18.4% | +30.4% | +13.2% |
| 6M | +10.5% | -11.9% | +22.4% | +11.1% |
| YTD | +30.4% | -26.6% | +57.0% | +32.3% |
| 1Y | +52.1% | -28.5% | +80.7% | +54.4% |
| 3Y | +77.8% | -5.1% | +82.9% | +76.2% |
| 5Y | +82.9% | -10.5% | +93.4% | +79.9% |
| All | +192.5% | +1.1% | +191.4% | +178.3% |
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