-0.7%
NLY vs WYNN
-33.2%
+32.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.3% | -1.6% |
| 7D | +2.9% | +11.3% | -8.5% | +0.3% |
| 30D | +4.6% | +10.9% | -6.3% | +2.0% |
| 3M | -14.1% | -17.9% | +3.8% | -10.5% |
| 6M | -10.7% | -22.3% | +11.6% | -5.9% |
| YTD | -7.0% | -30.4% | +23.5% | -0.8% |
| 1Y | -0.7% | -31.5% | +30.8% | +6.0% |
| All | -0.7% | -33.2% | +32.5% | +6.0% |
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 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