+152.5%
JPM vs WYNN
-11.0%
+163.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -0.7% | -4.2% | +3.5% | +0.2% |
| 30D | -2.5% | -14.6% | +12.2% | +0.7% |
| 3M | +14.1% | -18.4% | +32.6% | +18.8% |
| 6M | +25.1% | -11.9% | +37.0% | +27.8% |
| YTD | +12.1% | -26.6% | +38.7% | +18.9% |
| 1Y | +18.8% | -28.5% | +47.3% | +26.0% |
| 3Y | +163.4% | -5.1% | +168.5% | +155.8% |
| All | +152.5% | -11.0% | +163.5% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling