+1,381.0%
NET vs WYNN
-26.8%
+1,407.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.6% | -4.2% |
| 7D | -16.4% | +15.4% | -31.8% | -19.9% |
| 30D | -25.8% | +6.8% | -32.6% | -27.4% |
| 3M | -11.5% | -15.4% | +3.9% | -7.9% |
| 6M | +18.9% | -20.0% | +38.9% | +26.1% |
| YTD | +35.2% | -31.0% | +66.3% | +48.8% |
| 1Y | +14.5% | -31.5% | +45.9% | +26.0% |
| 3Y | +313.8% | -8.4% | +322.2% | +308.7% |
| 5Y | +32.6% | -6.3% | +38.9% | +24.3% |
| All | +1,381.0% | -26.8% | +1,407.8% | +1,370.5% |
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