+114.4%
META vs WYNN
-2.3%
+116.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.7% | +7.1% |
| 7D | +10.3% | -1.4% | +11.7% | +10.6% |
| 30D | +9.9% | -11.8% | +21.6% | +13.3% |
| 3M | +11.9% | -15.8% | +27.7% | +16.6% |
| 6M | +1.2% | -10.7% | +11.9% | +3.5% |
| YTD | -0.8% | -24.5% | +23.7% | +5.6% |
| 1Y | -14.3% | -25.0% | +10.7% | -9.2% |
| All | +114.4% | -2.3% | +116.7% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling