+21.1%
NEE vs WYNN
-26.4%
+47.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.9% | -3.9% | +5.8% | +2.0% |
| 30D | -2.2% | -9.3% | +7.1% | -1.9% |
| 3M | -1.2% | -11.4% | +10.2% | -0.8% |
| 6M | -8.6% | -11.0% | +2.4% | -8.2% |
| YTD | +6.2% | -23.4% | +29.6% | +7.4% |
| 1Y | +21.1% | -24.8% | +45.9% | +21.0% |
| All | +21.1% | -26.4% | +47.5% | +21.0% |
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