+77.9%
NLY vs WYNN
+1.1%
+76.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | -4.0% | -4.2% | +0.2% | -3.0% |
| 30D | -5.2% | -14.6% | +9.4% | -1.8% |
| 3M | +2.8% | -18.4% | +21.2% | +7.5% |
| 6M | +4.2% | -11.9% | +16.1% | +6.9% |
| YTD | +4.7% | -26.6% | +31.3% | +11.7% |
| 1Y | +12.7% | -28.5% | +41.3% | +20.4% |
| 3Y | +62.5% | -5.1% | +67.7% | +58.7% |
| 5Y | +26.3% | -10.5% | +36.8% | +19.8% |
| All | +77.9% | +1.1% | +76.8% | +48.9% |
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