-44.1%
NIO vs WYNN
-27.5%
-16.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.5% |
| 7D | -2.9% | -4.2% | +1.3% | -0.7% |
| 30D | -18.7% | -14.6% | -4.1% | -11.9% |
| 3M | -29.4% | -18.4% | -11.0% | -22.1% |
| 6M | -32.5% | -11.9% | -20.6% | -28.4% |
| YTD | -27.6% | -26.6% | -1.1% | -16.4% |
| 1Y | -39.2% | -28.5% | -10.7% | -30.1% |
| 3Y | -64.3% | -5.1% | -59.2% | -65.3% |
| 5Y | -90.3% | -10.5% | -79.8% | -90.5% |
| All | -44.1% | -27.5% | -16.6% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling