-58.0%
NCLH vs WYNN
+1.1%
-59.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.3% |
| 7D | -4.8% | -4.2% | -0.6% | -1.8% |
| 30D | -21.7% | -14.6% | -7.0% | -12.3% |
| 3M | -22.2% | -18.4% | -3.8% | -10.7% |
| 6M | -27.5% | -11.9% | -15.6% | -20.9% |
| YTD | -33.6% | -26.6% | -7.0% | -18.2% |
| 1Y | -45.0% | -28.5% | -16.5% | -32.0% |
| 3Y | -11.0% | -5.1% | -5.9% | -16.3% |
| 5Y | -39.7% | -10.5% | -29.2% | -44.1% |
| All | -58.0% | +1.1% | -59.1% | -58.9% |
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