+2,896.3%
KLAC vs WYNN
+1.1%
+2,895.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -2.7% | -4.2% | +1.5% | -1.1% |
| 30D | -13.2% | -14.6% | +1.5% | -8.1% |
| 3M | -25.0% | -18.4% | -6.6% | -19.6% |
| 6M | +23.6% | -11.9% | +35.5% | +28.7% |
| YTD | +49.2% | -26.6% | +75.8% | +65.2% |
| 1Y | +89.3% | -28.5% | +117.9% | +110.7% |
| 3Y | +274.4% | -5.1% | +279.5% | +267.8% |
| 5Y | +440.9% | -10.5% | +451.4% | +416.1% |
| All | +2,896.3% | +1.1% | +2,895.2% | +2,460.9% |
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