+590.9%
JPM vs WYNN
+1.1%
+589.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.7% | -4.2% | +3.5% | +0.5% |
| 30D | -2.5% | -14.6% | +12.2% | +1.8% |
| 3M | +14.1% | -18.4% | +32.6% | +20.4% |
| 6M | +25.1% | -11.9% | +37.0% | +28.8% |
| YTD | +12.1% | -26.6% | +38.7% | +21.1% |
| 1Y | +18.8% | -28.5% | +47.3% | +28.4% |
| 3Y | +163.4% | -5.1% | +168.5% | +154.4% |
| 5Y | +156.5% | -10.5% | +167.0% | +138.8% |
| All | +590.9% | +1.1% | +589.7% | +495.6% |
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