+84.6%
KO vs WYNN
-4.7%
+89.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.5% | -4.1% | +5.6% | +1.6% |
| 30D | +1.9% | -14.4% | +16.3% | +2.6% |
| 3M | +8.8% | -18.0% | +26.8% | +9.8% |
| 6M | +16.3% | -12.2% | +28.4% | +16.9% |
| YTD | +29.5% | -26.5% | +56.1% | +31.1% |
| 1Y | +37.1% | -27.1% | +64.2% | +38.7% |
| 3Y | +65.6% | -7.4% | +73.0% | +64.3% |
| 5Y | +84.6% | -1.4% | +86.0% | +80.5% |
| All | +84.6% | -4.7% | +89.3% | +80.5% |
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