+26.2%
KLAC vs WYNN
-32.5%
+58.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.1% | -10.2% | -5.4% |
| 7D | -5.7% | +15.4% | -21.1% | -9.1% |
| 30D | -27.6% | +6.8% | -34.3% | -28.8% |
| 3M | -23.3% | -15.4% | -7.9% | -19.0% |
| 6M | -12.4% | -20.0% | +7.6% | -6.1% |
| YTD | +23.7% | -31.0% | +54.8% | +37.8% |
| 1Y | +26.2% | -31.5% | +57.7% | +40.4% |
| All | +26.2% | -32.5% | +58.6% | +40.4% |
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