+57.3%
LLY vs WYNN
-32.5%
+89.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.4% | -0.6% |
| 7D | +10.1% | +15.4% | -5.3% | +6.8% |
| 30D | +24.0% | +6.8% | +17.3% | +22.1% |
| 3M | +27.3% | -15.4% | +42.7% | +30.8% |
| 6M | +47.0% | -20.0% | +66.9% | +52.7% |
| YTD | +32.6% | -31.0% | +63.6% | +39.8% |
| 1Y | +57.3% | -31.5% | +88.8% | +67.6% |
| All | +57.3% | -32.5% | +89.8% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling