+878.4%
MSFT vs WYNN
+1.1%
+877.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | -0.8% | -4.2% | +3.4% | 0.0% |
| 30D | +0.8% | -14.6% | +15.5% | +3.9% |
| 3M | +27.2% | -18.4% | +45.6% | +32.2% |
| 6M | +22.9% | -11.9% | +34.8% | +25.6% |
| YTD | +3.1% | -26.6% | +29.7% | +8.9% |
| 1Y | -0.3% | -28.5% | +28.3% | +5.4% |
| 3Y | +50.1% | -5.1% | +55.2% | +46.6% |
| 5Y | +74.6% | -10.5% | +85.1% | +65.9% |
| All | +878.4% | +1.1% | +877.2% | +727.8% |
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