+21.3%
NOK vs WYNN
-32.5%
+53.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.6% | -2.9% |
| 7D | -10.4% | +15.4% | -25.8% | -11.2% |
| 30D | -19.0% | +6.8% | -25.8% | -19.3% |
| 3M | -16.7% | -15.4% | -1.3% | -15.3% |
| 6M | -37.1% | -20.0% | -17.2% | -35.5% |
| YTD | +27.7% | -31.0% | +58.7% | +35.6% |
| 1Y | +21.3% | -31.5% | +52.8% | +28.2% |
| All | +21.3% | -32.5% | +53.7% | +28.2% |
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