+10,150.9%
KLAC vs WYNN
+1,166.9%
+8,984.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -2.7% | -4.2% | +1.5% | -1.4% |
| 30D | -13.2% | -14.6% | +1.5% | -9.0% |
| 3M | -25.0% | -18.4% | -6.6% | -20.5% |
| 6M | +23.6% | -11.9% | +35.5% | +27.9% |
| YTD | +49.2% | -26.6% | +75.8% | +62.5% |
| 1Y | +89.3% | -28.5% | +117.9% | +107.2% |
| 3Y | +274.4% | -5.1% | +279.5% | +270.9% |
| 5Y | +440.9% | -10.5% | +451.4% | +426.1% |
| 10Y | +2,947.7% | +0.3% | +2,947.4% | +2,452.4% |
| All | +10,150.9% | +1,166.9% | +8,984.0% | +4,892.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling