+189.8%
NOC vs WYNN
+1.1%
+188.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.8% | -4.2% | +5.0% | +1.1% |
| 30D | -9.7% | -14.6% | +4.9% | -8.7% |
| 3M | -5.6% | -18.4% | +12.8% | -4.3% |
| 6M | -28.6% | -11.9% | -16.7% | -28.1% |
| YTD | -7.9% | -26.6% | +18.7% | -6.1% |
| 1Y | -9.5% | -28.5% | +19.0% | -7.8% |
| 3Y | +28.4% | -5.1% | +33.5% | +26.6% |
| 5Y | +59.0% | -10.5% | +69.4% | +54.9% |
| All | +189.8% | +1.1% | +188.7% | +166.4% |
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