-12.2%
JOBY vs WYNN
-5.1%
-7.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -5.2% | -4.2% | -1.0% | -2.7% |
| 30D | -19.7% | -14.6% | -5.1% | -12.0% |
| 3M | -31.7% | -18.4% | -13.3% | -23.3% |
| 6M | -37.5% | -11.9% | -25.6% | -33.2% |
| YTD | -51.6% | -26.6% | -25.0% | -42.4% |
| 1Y | -53.3% | -28.5% | -24.8% | -44.2% |
| 3Y | -12.2% | -5.1% | -7.1% | -20.1% |
| All | -12.2% | -5.1% | -7.2% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling