+16.1%
JPM vs WYNN
-32.5%
+48.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -1.9% | +3.0% |
| 7D | +3.8% | +15.4% | -11.6% | +1.1% |
| 30D | +6.5% | +6.8% | -0.3% | +5.1% |
| 3M | -1.0% | -15.4% | +14.4% | +2.0% |
| 6M | +15.5% | -20.0% | +35.5% | +20.2% |
| YTD | +11.4% | -31.0% | +42.4% | +19.6% |
| 1Y | +16.1% | -31.5% | +47.5% | +24.2% |
| All | +16.1% | -32.5% | +48.5% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling