+4.4%
LIN vs WYNN
-15.7%
+20.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.6% |
| 7D | +0.2% | +4.7% | -4.4% | 0.0% |
| 30D | +6.2% | +9.7% | -3.5% | +5.8% |
| 3M | +9.3% | -19.2% | +28.5% | +10.0% |
| 6M | +4.4% | -14.2% | +18.6% | +4.8% |
| All | +4.4% | -15.7% | +20.0% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling