+405.1%
META vs WYNN
+2.0%
+403.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | +5.5% | -3.4% | +8.9% | +6.5% |
| 30D | +7.6% | -15.4% | +23.0% | +12.3% |
| 3M | +13.0% | -15.8% | +28.8% | +17.9% |
| 6M | -1.3% | -13.5% | +12.2% | +2.0% |
| YTD | -2.2% | -26.0% | +23.8% | +4.9% |
| 1Y | -14.0% | -27.4% | +13.4% | -7.8% |
| 3Y | +118.2% | -3.7% | +121.9% | +111.1% |
| 5Y | +71.7% | -9.8% | +81.4% | +61.9% |
| All | +405.1% | +2.0% | +403.2% | +310.3% |
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