-65.3%
NIO vs WYNN
-4.3%
-61.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.2% |
| 7D | -7.3% | -3.4% | -3.8% | -5.6% |
| 30D | -22.5% | -15.4% | -7.1% | -15.7% |
| 3M | -30.9% | -15.8% | -15.1% | -24.9% |
| 6M | -37.2% | -13.5% | -23.7% | -32.8% |
| YTD | -29.8% | -26.0% | -3.8% | -19.3% |
| 1Y | -37.4% | -27.4% | -10.0% | -28.8% |
| All | -65.3% | -4.3% | -61.1% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling