+72.7%
NEM vs WYNN
-26.4%
+99.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | -3.9% | +4.2% | +1.2% |
| 30D | +23.1% | -9.3% | +32.4% | +25.8% |
| 3M | +18.5% | -11.4% | +29.9% | +21.7% |
| 6M | +7.8% | -11.0% | +18.7% | +10.2% |
| YTD | +29.1% | -23.4% | +52.5% | +35.3% |
| 1Y | +72.7% | -24.8% | +97.5% | +81.4% |
| All | +72.7% | -26.4% | +99.0% | +81.4% |
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