-38.0%
NIO vs WYNN
-26.4%
-11.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | -13.0% | -3.9% | -9.1% | -12.3% |
| 30D | -18.3% | -9.3% | -9.0% | -16.6% |
| 3M | -33.2% | -11.4% | -21.8% | -31.5% |
| 6M | -21.5% | -11.0% | -10.5% | -20.1% |
| YTD | -25.5% | -23.4% | -2.1% | -24.1% |
| 1Y | -38.0% | -24.8% | -13.2% | -34.6% |
| All | -38.0% | -26.4% | -11.6% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling