-43.9%
NIO vs WYNN
-25.4%
-18.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.3% |
| 7D | -4.1% | -1.4% | -2.7% | -3.4% |
| 30D | -23.2% | -11.8% | -11.5% | -18.3% |
| 3M | -29.9% | -15.8% | -14.1% | -23.8% |
| 6M | -25.1% | -10.7% | -14.4% | -21.0% |
| YTD | -27.5% | -24.5% | -3.0% | -17.4% |
| 1Y | -41.1% | -25.0% | -16.0% | -33.9% |
| 3Y | -63.1% | -1.8% | -61.4% | -64.8% |
| 5Y | -90.4% | -10.0% | -80.3% | -90.7% |
| All | -43.9% | -25.4% | -18.5% | -5.0% |
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