+2,754.9%
MO vs WYNN
+1,166.9%
+1,588.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +0.1% | -4.2% | +4.3% | +0.5% |
| 30D | +7.1% | -14.6% | +21.8% | +8.6% |
| 3M | -2.0% | -18.4% | +16.5% | -0.3% |
| 6M | +7.3% | -11.9% | +19.2% | +8.2% |
| YTD | +23.5% | -26.6% | +50.0% | +26.4% |
| 1Y | +11.0% | -28.5% | +39.5% | +13.7% |
| 3Y | +95.0% | -5.1% | +100.1% | +92.4% |
| 5Y | +100.6% | -10.5% | +111.1% | +94.8% |
| 10Y | +114.5% | +0.3% | +114.3% | +95.8% |
| All | +2,754.9% | +1,166.9% | +1,588.0% | +1,760.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling