+9.0%
MSFT vs WYNN
-32.5%
+41.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.1% | +0.6% | +5.4% |
| 7D | +4.7% | +15.4% | -10.7% | +1.8% |
| 30D | +5.8% | +6.8% | -0.9% | +4.4% |
| 3M | +13.0% | -15.4% | +28.4% | +16.3% |
| 6M | +34.9% | -20.0% | +54.9% | +40.3% |
| YTD | +15.7% | -31.0% | +46.7% | +21.4% |
| 1Y | +9.0% | -31.5% | +40.4% | +13.8% |
| All | +9.0% | -32.5% | +41.4% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling