+462.9%
META vs WYNN
+13.3%
+449.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.2% |
| 7D | +5.2% | +2.3% | +2.8% | +4.6% |
| 30D | -13.0% | +15.4% | -28.4% | -16.3% |
| 3M | +7.9% | -16.7% | +24.6% | +13.0% |
| 6M | +4.2% | -11.1% | +15.4% | +6.9% |
| YTD | -2.5% | -28.8% | +26.3% | +5.4% |
| 1Y | +5.6% | -30.2% | +35.8% | +14.7% |
| 3Y | +96.8% | +3.8% | +93.0% | +86.6% |
| 5Y | +90.0% | -6.2% | +96.2% | +78.5% |
| All | +462.9% | +13.3% | +449.7% | +371.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling