+35.8%
LIN vs WYNN
+0.4%
+35.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | +0.2% | +4.7% | -4.4% | -0.3% |
| 30D | +6.2% | +9.7% | -3.5% | +5.1% |
| 3M | +9.3% | -19.2% | +28.5% | +11.7% |
| 6M | +4.4% | -14.2% | +18.6% | +5.8% |
| YTD | +23.7% | -30.5% | +54.2% | +28.4% |
| 1Y | +23.5% | -33.0% | +56.4% | +28.6% |
| All | +35.8% | +0.4% | +35.4% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling