+74.5%
META vs WYNN
-10.4%
+84.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.7% | +7.3% |
| 7D | +10.3% | -1.4% | +11.7% | +10.7% |
| 30D | +9.9% | -11.8% | +21.6% | +14.6% |
| 3M | +11.9% | -15.8% | +27.7% | +18.4% |
| 6M | +1.2% | -10.7% | +11.9% | +4.4% |
| YTD | -0.8% | -24.5% | +23.7% | +7.9% |
| 1Y | -14.3% | -25.0% | +10.7% | -7.4% |
| 3Y | +121.4% | -1.8% | +123.1% | +106.6% |
| 5Y | +74.5% | -10.0% | +84.5% | +48.6% |
| All | +74.5% | -10.4% | +84.8% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling