-4.6%
NCLH vs WYNN
-34.2%
+29.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -2.1% |
| 7D | -2.5% | +6.9% | -9.4% | -6.4% |
| 30D | +14.5% | +3.5% | +11.0% | +12.0% |
| 3M | -12.5% | -21.4% | +8.9% | +0.8% |
| 6M | +4.8% | -25.0% | +29.8% | +23.8% |
| YTD | -20.4% | -33.6% | +13.2% | -0.2% |
| 1Y | -4.6% | -36.0% | +31.5% | +22.2% |
| All | -4.6% | -34.2% | +29.6% | +22.2% |
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