+2,980.0%
MSFT vs WYNN
+1,177.3%
+1,802.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | -3.5% | -3.4% | 0.0% | -2.8% |
| 30D | -2.1% | -15.4% | +13.3% | +1.0% |
| 3M | +24.2% | -15.8% | +40.0% | +28.1% |
| 6M | +21.9% | -13.5% | +35.3% | +24.9% |
| YTD | +2.5% | -26.0% | +28.5% | +7.9% |
| 1Y | -0.8% | -27.4% | +26.6% | +4.4% |
| 3Y | +50.8% | -3.7% | +54.5% | +47.3% |
| 5Y | +73.5% | -9.8% | +83.3% | +65.7% |
| 10Y | +886.6% | +1.1% | +885.5% | +731.1% |
| All | +2,980.0% | +1,177.3% | +1,802.7% | +1,553.8% |
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 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