+688.1%
NEM vs WYNN
+1,166.9%
-478.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -1.0% | -4.2% | +3.2% | -0.6% |
| 30D | +7.8% | -14.6% | +22.5% | +9.5% |
| 3M | +30.2% | -18.4% | +48.6% | +32.8% |
| 6M | +9.6% | -11.9% | +21.5% | +10.8% |
| YTD | +27.8% | -26.6% | +54.4% | +31.5% |
| 1Y | +60.7% | -28.5% | +89.2% | +65.5% |
| 3Y | +245.3% | -5.1% | +250.4% | +242.2% |
| 5Y | +155.3% | -10.5% | +165.8% | +149.3% |
| 10Y | +313.2% | +0.3% | +312.9% | +268.5% |
| All | +688.1% | +1,166.9% | -478.8% | +322.5% |
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