+648.7%
KO vs WYNN
+1,177.3%
-528.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -1.1% | -3.4% | +2.3% | -0.8% |
| 30D | +1.6% | -15.4% | +17.0% | +3.2% |
| 3M | +5.8% | -15.8% | +21.5% | +7.5% |
| 6M | +14.3% | -13.5% | +27.8% | +15.7% |
| YTD | +27.3% | -26.0% | +53.3% | +30.7% |
| 1Y | +33.2% | -27.4% | +60.6% | +36.6% |
| 3Y | +64.5% | -3.7% | +68.2% | +62.0% |
| 5Y | +83.1% | -9.8% | +92.9% | +77.3% |
| 10Y | +183.9% | +1.1% | +182.8% | +156.6% |
| All | +648.7% | +1,177.3% | -528.6% | +427.0% |
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