+1,547.2%
NI vs WYNN
+1,166.9%
+380.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | 0.0% | -4.2% | +4.2% | +0.6% |
| 30D | -1.4% | -14.6% | +13.2% | +0.5% |
| 3M | -10.6% | -18.4% | +7.8% | -8.5% |
| 6M | -9.3% | -11.9% | +2.6% | -8.2% |
| YTD | +1.1% | -26.6% | +27.7% | +4.5% |
| 1Y | +3.4% | -28.5% | +31.9% | +6.9% |
| 3Y | +67.9% | -5.1% | +73.0% | +65.2% |
| 5Y | +98.0% | -10.5% | +108.4% | +90.6% |
| 10Y | +143.6% | +0.3% | +143.3% | +112.7% |
| All | +1,547.2% | +1,166.9% | +380.4% | +965.6% |
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