+31.3%
NFLX vs WYNN
-11.0%
+42.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -1.1% | -4.2% | +3.1% | +0.2% |
| 30D | +4.3% | -14.6% | +18.9% | +9.2% |
| 3M | -4.8% | -18.4% | +13.6% | +1.0% |
| 6M | -18.4% | -11.9% | -6.5% | -15.9% |
| YTD | -17.4% | -26.6% | +9.1% | -10.3% |
| 1Y | -35.7% | -28.5% | -7.2% | -30.1% |
| 3Y | +73.8% | -5.1% | +78.9% | +64.8% |
| All | +31.3% | -11.0% | +42.3% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling