+2,242.8%
NEE vs WYNN
+1,166.9%
+1,075.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | -1.3% | -4.2% | +2.9% | -0.9% |
| 30D | -3.3% | -14.6% | +11.3% | -1.8% |
| 3M | -2.3% | -18.4% | +16.2% | -0.4% |
| 6M | -8.9% | -11.9% | +3.1% | -7.9% |
| YTD | +4.8% | -26.6% | +31.4% | +7.6% |
| 1Y | +18.7% | -28.5% | +47.3% | +22.0% |
| 3Y | +33.2% | -5.1% | +38.4% | +31.7% |
| 5Y | +10.9% | -10.5% | +21.3% | +7.8% |
| 10Y | +251.8% | +0.3% | +251.5% | +213.0% |
| All | +2,242.8% | +1,166.9% | +1,075.9% | +1,416.7% |
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