+2,725.1%
LIN vs WYNN
+1,222.3%
+1,502.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.1% | -3.9% | +1.8% | -1.4% |
| 30D | -2.4% | -9.3% | +6.9% | -0.5% |
| 3M | -5.6% | -11.4% | +5.8% | -3.4% |
| 6M | -3.4% | -11.0% | +7.6% | -1.6% |
| YTD | +13.1% | -23.4% | +36.5% | +18.4% |
| 1Y | +2.5% | -24.8% | +27.3% | +7.1% |
| 3Y | +27.6% | -7.1% | +34.7% | +24.7% |
| 5Y | +63.0% | -5.4% | +68.5% | +52.6% |
| 10Y | +359.3% | +11.5% | +347.8% | +269.2% |
| All | +2,725.1% | +1,222.3% | +1,502.8% | +1,205.4% |
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 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