+1,449.6%
NET vs WYNN
-18.6%
+1,468.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -7.0% | -3.9% | -3.1% | -6.0% |
| 30D | -4.8% | -9.3% | +4.5% | -2.3% |
| 3M | +3.8% | -11.4% | +15.3% | +7.0% |
| 6M | +50.0% | -11.0% | +61.0% | +54.6% |
| YTD | +41.5% | -23.4% | +64.8% | +51.8% |
| 1Y | +32.8% | -24.8% | +57.6% | +42.7% |
| 3Y | +335.9% | -7.1% | +343.0% | +330.8% |
| 5Y | +113.8% | -5.4% | +119.3% | +96.1% |
| All | +1,449.6% | -18.6% | +1,468.2% | +1,400.3% |
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