+43.2%
KO vs WYNN
-32.5%
+75.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.0% | +0.6% |
| 7D | +4.4% | +15.4% | -11.0% | +3.4% |
| 30D | +10.7% | +6.8% | +4.0% | +10.1% |
| 3M | +11.3% | -15.4% | +26.7% | +12.0% |
| 6M | +24.0% | -20.0% | +44.0% | +25.1% |
| YTD | +39.7% | -31.0% | +70.7% | +41.3% |
| 1Y | +43.2% | -31.5% | +74.7% | +45.1% |
| All | +43.2% | -32.5% | +75.7% | +45.1% |
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