+119.1%
MO vs WYNN
-5.5%
+124.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +2.5% | -4.1% | +6.6% | +2.9% |
| 30D | +7.5% | -14.4% | +21.9% | +8.9% |
| 3M | -0.4% | -18.0% | +17.6% | +1.3% |
| 6M | +7.3% | -12.2% | +19.5% | +8.3% |
| YTD | +26.4% | -26.5% | +52.9% | +29.5% |
| 1Y | +13.1% | -27.1% | +40.2% | +15.8% |
| 3Y | +96.8% | -7.4% | +104.2% | +94.4% |
| 5Y | +111.0% | -1.4% | +112.4% | +102.1% |
| 10Y | +119.1% | -7.9% | +127.0% | +102.8% |
| All | +119.1% | -5.5% | +124.6% | +102.8% |
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